Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference21 articles.
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3. Extreme Value and Related Models with Applications in Engineering and Science;Castillo,2005
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5. An Introduction to Statistical Modeling of Extreme Values;Coles,2001
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