Narrow search
Showing 1 - 2 of 2
Cover Image
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing - In: Insurance / Mathematics & economics 96 (2021), pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Cover Image
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri; Guillou, Armelle; Pedersen, Tine; Qin, Jing - In: Insurance / Mathematics & economics 107 (2022), pp. 102-122
Persistent link: https://www.econbiz.de/10013471190