Modelling catastrophe claims with left-truncated severity distributions
From MaRDI portal
Publication:2463663
DOI10.1007/s00180-006-0011-2zbMath1164.62411OpenAlexW2055055346MaRDI QIDQ2463663
Rafał Weron, Svetlozar T. Rachev, Anna Chernobai, Krzysztof Burnecki, Stefan Trück
Publication date: 16 December 2007
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-006-0011-2
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Valuing catastrophe bonds involving correlation and CIR interest rate model ⋮ Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making ⋮ On the independence between risk profiles in the compound collective risk actuarial model ⋮ General Insurance Deductible Ratemaking ⋮ Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market ⋮ Pricing of Catastrophe Bond in Fuzzy Framework
Cites Work
This page was built for publication: Modelling catastrophe claims with left-truncated severity distributions