A resimulation framework for event loss tables based on clustering

DOI10.1007/S13385-022-00338-WMaRDI QIDQ6201523zbMATH OpenOpenAlexFDO

Authors Benedikt Funke, Harmen Roering

Publication date 21 February 2024

Published in European Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s13385-022-00338-w

zbMATH Keywords

clusteringevent loss tablesnatural catastrophe modelsresimulation

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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