Extreme value analysis of actuarial risks: estimation and model validation (Q1633245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value analysis of actuarial risks: estimation and model validation |
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Extreme value analysis of actuarial risks: estimation and model validation (English)
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19 December 2018
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mean square error
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generalize Pareto distribution
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tail dependence
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claim size
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extremal dependence
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