On univariate extreme value statistics and the estimation of reinsurance premiums

Insurance: Mathematics and Economics

Volumn 38, Issue 3, 2006, Pages 441-459

  Vandewalle, B ^a   Beirlant, J ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Excess of loss reinsurance rating; Extreme value statistics; Heavy tailed distributions; Wang's premium principle

Indexed keywords

EID: 33646495325     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.11.002     Document Type: Article

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