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scientific article; zbMATH DE number 5220403 - MaRDI portal

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Publication:5430696

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zbMath1142.62093MaRDI QIDQ5430696

Viktoriya Masol, Anatoliy Malyarenko, Dmitrii S. Silvestrov, Jozef L. Teugels

Publication date: 16 December 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heavy-tailed distribution stochastic modelling large claims program system comparison of reinsurance treaties

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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