A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance

DOI10.2143/AST.29.2.504620zbMath1129.91334OpenAlexW2115263891MaRDI QIDQ5444992

No author found.

Publication date: 27 February 2008

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: http://www.casact.org/library/astin/vol29no2/339.pdf

zbMATH Keywords

Hill estimatorMaximum likelihood estimatorBayesian estimatorsExcess claimsFire and motor reinsuranceFull Pareto modelGeneralized Pareto model

Mathematics Subject Classification ID

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

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• Bayes theory
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