POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381)
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scientific article; zbMATH DE number 7766004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk |
scientific article; zbMATH DE number 7766004 |
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POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (English)
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16 November 2023
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risk process
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extremes values
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heavy-tailed distribution
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generalised Pareto distribution (GPD)
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ruin probability
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POT method
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