Severity modeling of extreme insurance claims for tariffication
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Publication:2273978
DOI10.1016/j.insmatheco.2019.06.002zbMath1425.91228OpenAlexW2806070393WikidataQ127639644 ScholiaQ127639644MaRDI QIDQ2273978
Christian Laudagé, Jörg Wenzel, Sascha Desmettre
Publication date: 19 September 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.06.002
extreme value theorygeneralized linear modelgeneralized Pareto distributionpeaks-over-thresholdtruncated gamma distributionextreme claims
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