More on the probable maximum loss

DOI10.1007/BF02808995zbMath0803.62093OpenAlexW100644262MaRDI QIDQ4296281

Erhard Kremer

Publication date: 5 January 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808995

zbMATH Keywords

asymptotic probable maximum lossgeneral probable maximum loss

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

A characterization of the generalized Pareto-distribution with an application to reinsurance

Cites Work

• Unnamed Item
• A generalized statistical XL-rating procedure

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