Generalized Pareto distribution fit to medical insurance claims data

DOI10.1007/S11766-996-0018-ZzbMATH Open1087.62120OpenAlexW1548236915MaRDI QIDQ2369367FDOQ2369367

Chi Xie, Zi-Sheng Ouyang

Publication date: 9 May 2006

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-996-0018-z

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Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Statistical inference using extreme order statistics
• Title not available (Why is that?)
• Extreme Value Theory as a Risk Management Tool
• Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database

Cited In (5)

• Title not available (Why is that?)
• Using fuzzy logic to interpret dependent risks
• Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
• On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics
• Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database

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