A Heavy-Tailed and Overdispersed Collective Risk Model
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Publication:5043473
DOI10.1080/10920277.2021.1943451zbMath1503.91086arXiv2101.09022OpenAlexW3190707674MaRDI QIDQ5043473
Pamela M. Chiroque-Solano, Fernando Antônio da S. Moura
Publication date: 6 October 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.09022
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
Uses Software
Cites Work
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