Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance

zbMath1485.62145arXiv2209.10194MaRDI QIDQ2138265

Ladji Kané, Daouda Diawara, Soumaila Dembele, Gane Samb Lo

Publication date: 11 May 2022

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.10194

zbMATH Keywords

POTextreme value theorythresholdChina car insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance

Cites Work

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