A Bayesian analysis of clusters of extreme losses

DOI10.1002/ASMB.625zbMath1127.62103OpenAlexW1989518369MaRDI QIDQ3439747

Beatriz Vaz de Melo Mendes

Publication date: 29 May 2007

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.625

zbMATH Keywords

Bayesian analysisclustersreinsuranceextreme losses

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Cites Work

• Extremes and related properties of random sequences and processes
• Anticipating Catastrophes through Extreme Value Modelling
• An introduction to statistical modeling of extreme values
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