Reinsurance of large claims
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Publication:2571225
DOI10.1016/j.cam.2005.03.069zbMath1120.62093MaRDI QIDQ2571225
Sophie A. Ladoucette, Jozef L. Teugels
Publication date: 1 November 2005
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2005.03.069
asymptotic behavior; heavy-tailed distribution; extreme value theory; reinsurance treaty; LCR; ECOMOR
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G32: Statistics of extreme values; tail inference
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