A simple method to estimate parametric claim size distributions from grouped data

DOI10.1007/BF02808840zbMath1321.62127MaRDI QIDQ5422747

Dietmar Pfeifer, Joachim Brix

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) General nonlinear regression (62J02)

Related Items (2)

A short comment on the paper “A simple method to estimate parametric claim size distributions from grouped data”, by Brix, J. and Pfeifer, D. ⋮ Bemerkung zur Arbeit „A simple method to estimate parametric claim size distributions from grouped data“ von Brix und Pfeifer in den letzten „Blättern“

Cites Work

• Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich
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