Extreme value estimation of the conditional risk premium in reinsurance
Year of publication: |
2021
|
---|---|
Authors: | Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 68-80
|
Subject: | Pareto-type distribution | Tail index | Reinsurance premium | Risk | Nonparametric estimation | Rückversicherung | Reinsurance | Risikoprämie | Risk premium | Risikomodell | Risk model | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Versicherungsbeitrag | Insurance premium | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation | Ausreißer | Outliers | Risiko |
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