Modelling extreme claims via composite models and threshold selection methods (Q2306111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling extreme claims via composite models and threshold selection methods |
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Modelling extreme claims via composite models and threshold selection methods (English)
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20 March 2020
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loss distributions
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excess over-threshold method
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threshold selection
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risk measures
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Monte Carlo simulation
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