-
1
-
-
0011509861
-
Evaluation of Pearson curves as an approximation of the maximum probable annual aggregate loss
-
[1] Aiuppa, T.A. (1988). Evaluation of Pearson curves as an approximation of the maximum probable annual aggregate loss. Journal of Risk and Insurance 55, 425-439.
-
(1988)
Journal of Risk and Insurance
, vol.55
, pp. 425-439
-
-
Aiuppa, T.A.1
-
2
-
-
0011461322
-
Table for the solution of the exponential equation exp(b)-b/(1-p) = 1
-
[2] Barton, D.E., F.N. David and M. Merrington (1963). Table for the solution of the exponential equation exp(b)-b/(1-p) = 1, Biometrika 50, 169-176.
-
(1963)
Biometrika
, vol.50
, pp. 169-176
-
-
Barton, D.E.1
David, F.N.2
Merrington, M.3
-
4
-
-
0000182551
-
Extremes in non-life insurance
-
J. Galambos et al., eds., Kluwer Academic Publishers, Dordrecht
-
[4] Beirlant, J., J.L. Teugels and P. Vynckier (1994). Extremes in non-life insurance. In: J. Galambos et al., eds., Extreme value theory and applications. Kluwer Academic Publishers, Dordrecht.
-
(1994)
Extreme Value Theory and Applications
-
-
Beirlant, J.1
Teugels, J.L.2
Vynckier, P.3
-
5
-
-
84855784701
-
On the analytical representation of claim distributions with special reference to excess of loss reinsurance
-
[5] Benktander, G. and C.O. Segerdahl (1960). On the analytical representation of claim distributions with special reference to excess of loss reinsurance. Comptes Rendus du XVI Congres International d'Actuaires I, 626-648.
-
(1960)
Comptes Rendus du XVI Congres International d'Actuaires
, vol.1
, pp. 626-648
-
-
Benktander, G.1
Segerdahl, C.O.2
-
6
-
-
0021375203
-
Using extreme value theory to estimate large percentiles
-
[6] Boos, D.D. (1984). Using extreme value theory to estimate large percentiles. Technometrics 26, 33-39.
-
(1984)
Technometrics
, vol.26
, pp. 33-39
-
-
Boos, D.D.1
-
7
-
-
0011430774
-
A comparative analysis of alternative maximum probable yearly aggregate loss estimators
-
[7] Cummins, J.D. and L.R. Freifelder (1978). A comparative analysis of alternative maximum probable yearly aggregate loss estimators. Journal of Risk and Insurance 45, 27-52.
-
(1978)
Journal of Risk and Insurance
, vol.45
, pp. 27-52
-
-
Cummins, J.D.1
Freifelder, L.R.2
-
8
-
-
0011479283
-
Applications of the GB2 family of distributions in modelling insurance loss processes
-
[8] Cummins, J.D., G. Dionne, J.B. McDonald and B.M. Pritchett (1990). Applications of the GB2 family of distributions in modelling insurance loss processes. Insurance: Mathematics and Economics 9, 257-272.
-
(1990)
Insurance: Mathematics and Economics
, vol.9
, pp. 257-272
-
-
Cummins, J.D.1
Dionne, G.2
McDonald, J.B.3
Pritchett, B.M.4
-
10
-
-
0002629270
-
Maximum likelihood from incomplete data via the EM algorithm
-
[10] Dempster, A.P., N. Laird and D.B. Rubin (1977). Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society, Series B 39, 1-38.
-
(1977)
Journal of the Royal Statistical Society, Series B
, vol.39
, pp. 1-38
-
-
Dempster, A.P.1
Laird, N.2
Rubin, D.B.3
-
11
-
-
0041079684
-
The selection of the domain of attraction of an extreme value distribution from a set of data
-
Springer Verlag, Berlin
-
[11] Galambos, J. (1987). The selection of the domain of attraction of an extreme value distribution from a set of data. Lecture notes in statistics. Springer Verlag, Berlin.
-
(1987)
Lecture Notes in Statistics
-
-
Galambos, J.1
-
13
-
-
0000753232
-
Asymptotic properties of the Bootstrap for heavy-tailed distributions
-
[13] Hall, P. (1990). Asymptotic properties of the Bootstrap for heavy-tailed distributions. Annals of Probability 18, 1342-1360.
-
(1990)
Annals of Probability
, vol.18
, pp. 1342-1360
-
-
Hall, P.1
-
15
-
-
0001263124
-
A simple general approach to inference about the tail of a distribution
-
[15] Hill, B.M. (1975). A simple general approach to inference about the tail of a distribution. Annals of Statistics 3, 1163-1173.
-
(1975)
Annals of Statistics
, vol.3
, pp. 1163-1173
-
-
Hill, B.M.1
-
16
-
-
0002241171
-
On the estimation of long tailed skewed distributions with actuarial applications
-
[16] Hogg, R.V. and S.A. Klugman (1983). On the estimation of long tailed skewed distributions with actuarial applications. Journal of Econometrics 23, 92-102.
-
(1983)
Journal of Econometrics
, vol.23
, pp. 92-102
-
-
Hogg, R.V.1
Klugman, S.A.2
-
18
-
-
0000119560
-
Testing the covariance stationarity of heavy-tailed time series
-
[18] Loretan, M. and P.C.B. Phillips (1994). Testing the covariance stationarity of heavy-tailed time series. Journal of Empirical Finance 1, 211-248.
-
(1994)
Journal of Empirical Finance
, vol.1
, pp. 211-248
-
-
Loretan, M.1
Phillips, P.C.B.2
-
20
-
-
84974449565
-
Approximate evaluation of the distribution function of aggregate claims
-
[20] Pentikäinen, T. (1987). Approximate evaluation of the distribution function of aggregate claims. Astin Bulletin 17, 15-39.
-
(1987)
Astin Bulletin
, vol.17
, pp. 15-39
-
-
Pentikäinen, T.1
-
21
-
-
0000672899
-
Extensions of estimation methods using the EM algorithm
-
[21] Ruud, P.A. (1991). Extensions of estimation methods using the EM algorithm. Journal of Econometrics 49, 305-341.
-
(1991)
Journal of Econometrics
, vol.49
, pp. 305-341
-
-
Ruud, P.A.1
-
23
-
-
38249003072
-
Fitting a parametric distribution for large claims in case of censored or partitioned data
-
[23] Weba, M. (1993). Fitting a parametric distribution for large claims in case of censored or partitioned data. Insurance: Mathematics and Economics 12, 155-165.
-
(1993)
Insurance: Mathematics and Economics
, vol.12
, pp. 155-165
-
-
Weba, M.1
-
24
-
-
0000204626
-
Regularity conditions for Cox's test of non-nested hypothesis
-
[24] White, H. (1982). Regularity conditions for Cox's test of non-nested hypothesis. Journal of Econometrics, 301-318.
-
(1982)
Journal of Econometrics
, pp. 301-318
-
-
White, H.1
-
25
-
-
0011417305
-
The total claims distribution under inflationary conditions
-
[25] Willmot, G.E. (1989). The total claims distribution under inflationary conditions. Scandinavian Actuarial Journal, 1-12.
-
(1989)
Scandinavian Actuarial Journal
, pp. 1-12
-
-
Willmot, G.E.1
-
26
-
-
67649667590
-
A semiparametric bootstrap technique for simulating extreme order statistics
-
[26] Zelterman, D. (1993). A semiparametric bootstrap technique for simulating extreme order statistics. Journal of the American Statistical Association 88, 477-485.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 477-485
-
-
Zelterman, D.1
|