TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS
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Publication:5152547
DOI10.1017/ASB.2020.43zbMath1479.91301arXiv2004.04983OpenAlexW3127104330MaRDI QIDQ5152547
José Carlos Araujo-Acuna, Jan Beirlant, Hansjoerg Albrecher
Publication date: 24 September 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.04983
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
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