On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908)
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scientific article; zbMATH DE number 5498898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation |
scientific article; zbMATH DE number 5498898 |
Statements
On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (English)
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28 January 2009
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reinsurance
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XL premiums
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large claims
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extreme value modeling
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Bayes
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exact credibility
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Pareto distributions
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generalized inverse Gaussian family
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