Extreme value analysis of actuarial risks: estimation and model validation
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Publication:1633245
DOI10.1007/s10182-011-0184-zzbMath1443.62345arXiv1103.2872OpenAlexW2140057299MaRDI QIDQ1633245
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.2872
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
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Cites Work
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