Heavy-tailed modelling in insurance-Reference-Cited by-同舟云学术

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Heavy-tailed modelling in insurance

Published:1997-01 Issue:4 Volume:13 Page:799-815
ISSN:0882-0287
Container-title:Communications in Statistics. Stochastic Models
language:en
Short-container-title:Communications in Statistics. Stochastic Models

Author:

Mikosch T.

Publisher

Informa UK Limited

Subject

Modeling and Simulation

Link

http://www.tandfonline.com/doi/pdf/10.1080/15326349708807452

Reference36 articles.

1. Large deviations results for subexponential tails, with applications to insurance risk

2. Beirlant, J., Teugels, J. L. and Vynckier, P. 1996. “Practical Analysis of Extreme Values”. Leuven: Leuven University Press.

3. 1995a. The Chicago Board of Trade, Catastrophe Insurance.Background Report,

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