A new class of bayesian estimators in paretian excess-of-loss reinsurance

ASTIN Bulletin

Volumn 29, Issue 2, 1999, Pages 339-349

  Reiss, R D ^a   Thomas, M ^a  

^a UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Bayesian estimators; Excess claims; Fire and motor reinsurance; Full Pareto model; Generalized Pareto model; Hill estimator; Maximum likelihood estimator

Indexed keywords

EID: 85011465011     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.29.2.504620     Document Type: Article

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