Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich

DOI10.1007/BF02808598zbMath1320.91070OpenAlexW296103230MaRDI QIDQ5422717

Hansjörg Furrer

Publication date: 30 October 2007

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

Full work available at URL: https://doi.org/10.1007/bf02808598

Mathematics Subject Classification ID

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

Related Items (2)

A simple method to estimate parametric claim size distributions from grouped data ⋮ A short comment on the paper “A simple method to estimate parametric claim size distributions from grouped data”, by Brix, J. and Pfeifer, D.

Cites Work

• Unnamed Item
• Axiomatic characterization of insurance prices
• Alternative parameter estimators based upon grouped data
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Estimation of Pareto's Law from Grouped Observations

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