On the probable maximum loss

DOI10.1007/BF02809569MaRDI QIDQ3468508zbMATH OpenOpenAlexFDO

Authors Erhard Kremer

Publication date 1990

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02809569

zbMATH Keywords

nonlife insuranceprobable maximum lossrisks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(2)

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• A characterization of the generalized Pareto-distribution with an application to reinsurance

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