Statistical Methods for Extremal Events-Reference-Cited by-同舟云学术

Statistical Methods for Extremal Events

Published:1997 Issue: Volume: Page:283-370
ISSN:
Container-title:Modelling Extremal Events
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Author:

Emberchts Paul,Klüppelberg Claudia,Mikosch Thomas

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-33483-2_7

Reference24 articles.

1. Kremer, E. (1986) Simple formulas for the premiums of the LCR and ECOMOR treaties under exponential claim sizes. Blätter der DGVM, XVII, 237243. [366]

2. Reiss, R.D. (1987) Estimating the tail index of the claim size distribution. Blätter der DGVM 18, 21–25. [366]

3. Teugels, J.L. (1981) Remarks on large claims. Bull. Inst. Intern. Statist. 49, 1490–1500. [366]

4. Teugels, J.L. (1984) Extreme values in insurance mathematics. In: Tiago de Oliveira, J. (Ed.) Statistical Extremes and Applications. Proceedings of the International Conference at Vimeiro, pp. 252–259. Reidel, Dordrecht. [366]

5. Smith, R.L. (1989) Extreme value analysis of environmental time series: An application to trend detection in ground-level ozone. Statist. Science 4, 367–393. [289, 367]

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