A Bayesian analysis of clusters of extreme losses

DOI10.1002/ASMB.625zbMATH Open1127.62103OpenAlexW1989518369MaRDI QIDQ3439747FDOQ3439747

Authors: 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

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zbMATH Keywords

Bayesian analysisclustersreinsuranceextreme losses

Mathematics Subject Classification ID

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

Cites Work

• An introduction to statistical modeling of extreme values
• Extremes and related properties of random sequences and processes
• Anticipating Catastrophes through Extreme Value Modelling
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Cited In (5)

• Bayesian analysis of aggregate loss models
• Regression Models for Bivariate Loss Data
• Title not available (Why is that?)
• On excess-of-loss reinsurance
• Modeling claim exceedances over thresholds.

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