Generalizations of common ILF models

DOI10.1007/S11857-008-0045-3MaRDI QIDQ949436zbMATH OpenOpenAlexFDO

Authors Ulrich Riegel

Publication date 21 October 2008

Published in Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11857-008-0045-3

zbMATH Keywords

limits surchargeslocal Pareto alphas

Mathematics Subject Classification ID

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

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(2)

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