More on the probable maximum loss

DOI10.1007/BF02808995MaRDI QIDQ4296281zbMATH OpenOpenAlexFDO

Authors Erhard Kremer

Publication date 5 January 1995

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

Full work available at URL https://doi.org/10.1007/bf02808995

zbMATH Keywords

asymptotic probable maximum lossgeneral probable maximum loss

Mathematics Subject Classification ID

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

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(2)

• On the probable maximum loss
• A characterization of the generalized Pareto-distribution with an application to reinsurance

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