Extremes in Non-Life Insurance
Author:
Publisher
Springer US
Link
http://link.springer.com/content/pdf/10.1007/978-1-4613-3638-9_30.pdf
Reference36 articles.
1. Albrecht P., Summary report on large claims, Proc.4 countries Astin Coll, (1984), 153–164.
2. Asmussen S., Approximations for the probability of ruin within finite time, Scand. Actuarial J., 1984, 31–57 and 1985, 64.
3. Beirlant J., Broniatowski M., Teugels J.L. and Vynckier P, Mean residual life with applications to tail estimation. Journal of Statistical Planning and Inference, To appear, 1994.
4. Beirlant J. and Teugels J.L., Asymptotics of Hill’s estimator, Theory Probabil Appl., 31 (1986), 463–469.
5. Beirlant J. and Teugels J.L., Asymptotic normality of Hill’s estimator. In Extreme Value Theory, (ed. J. Hüsler and R.D. Reiss ), Lecture Notes in Statistics, 51 (1989), 148–155.
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. MODELAGEM PROBABILÍSTICA DE PREÇOS MÁXIMOS DA COMMODITY BOI GORDO PARA O ESTADO DE SÃO PAULO;Nativa;2022-03-14
2. Extreme Value Theory;Encyclopedia of Quantitative Finance;2010-05-15
3. Generalized extreme value distribution for fitting opening/closing asset prices and returns in stock-exchange;Operational Research;2006-01
4. Premium Calculation for Fat-tailed Risk;ASTIN Bulletin;2005-05
5. Premium Calculation for Fat-tailed Risk;ASTIN Bulletin;2005-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3