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~isPartOf:"Insurance: Mathematics and Economics"
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Modeling
insurance
claims
via a mixture exponential model combined with peaks-over-threshold approach
Lee, David
;
Li, Wai Keung
;
Wong, Tony Siu Tung
- In:
Insurance: Mathematics and Economics
51
(
2012
)
3
,
pp. 538-550
distribution is employed as the thin-tailed distribution in view of the special structure of
insurance
claims
, where individuals …
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