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Extreme severity modeling using a GLM-GPD combination : application to an excess of loss reinsurance treaty
Ghaddab, Sarra
;
Kacem, Manel
;
Peretti, Christian de
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10014330174
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