Fitting a parametric distribution for large claims in case of censored or partitioned data
type: Item
instance of: scholarly article
title: Fitting a parametric distribution for large claims in case of censored or partitioned data
zbMATH Open document ID: 0779.62098
DOI: 10.1016/0167-6687(93)90825-A
author: Michael Weba
published in: Insurance Mathematics \& Economics
publication date: 1994-01-19T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 445328
zbMATH Keywords: large claim distributions
zbMATH Keywords: censored data
zbMATH Keywords: extended Pareto distributions
zbMATH Keywords: extended Weibull distributions
zbMATH Keywords: complete convergence
zbMATH Keywords: Hill's estimator
zbMATH Keywords: heavy-tailed claim distributions
zbMATH Keywords: RBNS claims
zbMATH Keywords: empirical quantiles
zbMATH Keywords: parametric family of claim distributions
zbMATH Keywords: extreme value distributions
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
cites work: Q3834865
cites work: Modeling large claims in non-life insurance
cites work: Q3486670
cites work: A moment estimator for the index of an extreme-value distribution
cites work: On asymptotic normality of Hill's estimator for the exponent of regular variation
cites work: Q3670359
cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution
cites work: Q5615180
full work available at URL: 0167-6687(93)90825-a
OpenAlex ID: W2050321804
description: scientific article; zbMATH DE number 445328