On sums of claims and their applications in analysis of pension funds and insurance products
Rastislav Potocký, Helmut Waldl, Milan Stehlík
| Year of publication: |
2014
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|---|---|
| Authors: | Potocký, Rastislav ; Waldl, Helmut ; Stehlík, Milan |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 23.2014, 3, p. 349-370
|
| Subject: | light- and heavy-tailed distributions | catastrophic events | claims | first and second pillars | robust approach | Johnson estimators | the 20-80 rule |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285624