A characterization of the generalized Pareto-distribution with an application to reinsurance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF02808708.pdf
Reference8 articles.
1. Davison, A. C. andSmith, R. L. (1990): Models for exceedances over high thresholds. Journal of the Royal Statistical Society, B.
2. Guess, F. andProschan, F. (1988): Mean residual life: Theory and applications. Handbook of Statistics, Vol. 7 (eds. Krishnaiah & Rao).
3. Kremer, E. (1986): A generalized statistical XL-rating method. Blätter der deutschen Gesellschaft für Versicherungsmathematik.
4. Kremer, E. (1990a): On the probable maximum loss. Blätter der deutschen Gesellschaft für Versicherungsmathematik.
5. Kremer, E. (1990b): Largest claims reinsurance premiums for a generalized claims size model. Bulletin of the Belgian Actuarial Association.
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