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Volumn 7, Issue 3, 2003, Pages 18-36

Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database

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EID: 85011196015     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2003.10596098     Document Type: Article
Times cited : (62)

References (18)
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    • Residual Life Time at Great Age
    • BALKEMA, A., and L. DE HAAN. 1974. “Residual Life Time at Great Age,” Annals of Probability 2: 792-804.
    • (1974) Annals of Probability , vol.2 , pp. 792-804
    • Balkema, A.1    De Haan, L.2
  • 5
    • 0002944036 scopus 로고
    • Estimates for the Probability of Ruin with Special Emphasis on the Possibility of Large Claims
    • EMBRECHTS, P., and N. VERAVERBEKE. 1982. “Estimates for the Probability of Ruin with Special Emphasis on the Possibility of Large Claims,” Insurance: Mathematics&Economics 1: 55-72.
    • (1982) Insurance: Mathematics&Economics , vol.1 , pp. 55-72
    • Embrechts, P.1    Veraverbeke, N.2
  • 6
    • 0042182751 scopus 로고
    • A Method for the Statistical Definition of Extreme-Value Regions and Their Application to Meteorological Time Series
    • GERTENSGARBE, F. W., and P. C. WERNER. 1989. “A Method for the Statistical Definition of Extreme-Value Regions and Their Application to Meteorological Time Series,” Zeitschrift für Meteorologie. 39: 224-26.
    • (1989) Zeitschrift für Meteorologie , vol.39 , pp. 224-226
    • Gertensgarbe, F.W.1    Werner, P.C.2
  • 8
    • 0023400777 scopus 로고
    • Parameter and Quantile Estimation for the Generalized Pareto Distribution
    • HOSKING, J., and J. WALLIS. 1987. “Parameter and Quantile Estimation for the Generalized Pareto Distribution,” Technometrics 29: 339-49.
    • (1987) Technometrics , vol.29 , pp. 339-349
    • Hosking, J.1    Wallis, J.2
  • 14
    • 85011501232 scopus 로고    scopus 로고
    • Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory
    • MCNEIL, A. J. 1997. “Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory.” ASTIN Bulletin 27: 117-37.
    • (1997) ASTIN Bulletin , vol.27 , pp. 117-137
    • McNeil, A.J.1
  • 16
    • 0001075431 scopus 로고
    • Statistical Inference Using Extreme Order Statistics
    • PICKANDS, J. 1975. “Statistical Inference Using Extreme Order Statistics,” Annals of Statistics 3: 119-31.
    • (1975) Annals of Statistics , vol.3 , pp. 119-131
    • Pickands, J.1
  • 17
    • 0002433744 scopus 로고    scopus 로고
    • Extreme Value Statistics and Wind Storm Losses: A Case Study
    • ROOTZÉN, H., and N. TAJVIDI. 1996. “Extreme Value Statistics and Wind Storm Losses: A Case Study,” Scandinavian Actuarial Journal 70-94.
    • (1996) Scandinavian Actuarial Journal , pp. 70-94
    • Rootzén, H.1    Tajvidi, N.2
  • 18


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.