Pages that link to "Item:Q2241622"
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The following pages link to Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk (Q2241622):
Displaying 6 items.
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- (Q4385068) (← links)
- AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251) (← links)
- Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich (Q5422717) (← links)
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)
- A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks (Q6098287) (← links)