TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS

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

zbMATH Keywords

heavy tailspeaks-over-thresholdtail estimationWeibull tempering

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)

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• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
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