Modelling catastrophe claims with left-truncated severity distributions
Year of publication: |
2006
|
---|---|
Authors: | Chernobai, Anna ; Burnecki, Krzysztof ; Rachev, Svetlozar ; Trück, Stefan ; Weron, Rafał |
Published in: |
Computational Statistics. - Springer. - Vol. 21.2006, 3, p. 537-555
|
Publisher: |
Springer |
Subject: | Natural catastrophe | Property insurance | Loss distribution | Truncated data | Ruin probability |
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