The Largest Claims Treaty ECOMOR

DOI10.1007/3-540-28073-1_66zbMath1308.91085OpenAlexW1022949416MaRDI QIDQ3618339

Sophie A. Ladoucette, Jozef L. Teugels

Publication date: 31 March 2009

Published in: Progress in Industrial Mathematics at ECMI 2004 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-28073-1_66

zbMATH Keywords

asymptotic behaviourheavy-tailed distributionextreme value theoryreinsurance treatyECOMOR

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

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