Fitting a parametric distribution for large claims in case of censored or partitioned data
DOI10.1016/0167-6687(93)90825-AzbMATH Open0779.62098OpenAlexW2050321804MaRDI QIDQ689580FDOQ689580
Authors: Michael Weba 
Publication date: 19 January 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(93)90825-a
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Cites Work
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- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- A moment estimator for the index of an extreme-value distribution
- Modeling large claims in non-life insurance
- On asymptotic normality of Hill's estimator for the exponent of regular variation
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Cited In (5)
- A simple method to estimate parametric claim size distributions from grouped data
- Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach
- Mixtures of tails in clustered automobile collision claims
- Estimating catastrophic quantile levels for heavy-tailed distributions
- Combined tail estimation using censored data and expert information
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