“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003

DOI10.1080/10920277.2004.10596140zbMath1085.62502OpenAlexW2123320067MaRDI QIDQ5715969

Elisabeth Joossens, Jan Beirlant, Johan Segers

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596140

Mathematics Subject Classification ID

Related Items (6)

Bayesian estimators of the lognormal–Pareto composite distribution ⋮ Dirichlet process mixture models for insurance loss data ⋮ Modeling actuarial data with a composite lognormal-Pareto model ⋮ A robust estimator for the tail index of Pareto-type distributions ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion ⋮ Threshold selection for extremes under a semiparametric model

Cites Work

• Statistical inference using extreme order statistics

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