Extreme value estimation of the conditional risk premium in reinsurance
Yuri Goegebeur, Armelle Guillou, Jing Qin
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | Pareto-type distribution | Tail index | Reinsurance premium | Risk | Nonparametric estimation | Rückversicherung | Reinsurance | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Versicherungsbeitrag | Insurance premium | Schätzung | Estimation | Risikomaß | Risk measure | Ausreißer | Outliers | Risikomodell | Risk model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482751