A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data (Q6566507)
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scientific article; zbMATH DE number 7875546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data |
scientific article; zbMATH DE number 7875546 |
Statements
A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data (English)
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3 July 2024
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Cullen-Frey plot
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maximum product spacing
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mean excess loss function
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risk exposure
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risk indicators
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value-at-risk
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XGamma model
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