Discussion of the Danish Data on Large Fire Insurance Losses

ASTIN Bulletin

Volumn 27, Issue 1, 1997, Pages 139-151

  Resnick, Sidney I ^a  

^a Cornell University   (United States)

Author keywords

autocorrelations; consistency; estimation; Heavy tails; Hill estimator; independence; linear programming; parameter estimation weak convergence; Poisson processes; regular variation

Indexed keywords

EID: 85011519678     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.1.563211     Document Type: Article

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