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Q3463829 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Rassoul Abdelaziz
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    publication date
    20 January 2016
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    zbMATH Keywords
    premium principle
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    distortion risk measure
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    POT method
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    extremes values theory
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    generalized Pareto distribution
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    loss distribution
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G32
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    91B30
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    zbMATH DE Number
    6533238
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