Extreme Values in Insurance Mathematics
作者： Jozef L. Teugels
DOI: 10.1007/978-94-017-3069-3_17
关键词: Risk theory 、 Distribution (economics) 、 Property insurance 、 Reinsurance 、 Economics 、 Financial economics 、 Extreme value theory 、 Actuarial science
摘要: We survey the existing actuarial literature for information on large claims. postulate a specific form claim size distribution and investigate its consequences. Special attention is given to reinsurance.
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