Modelling extreme claims via composite models and threshold...

Insurance: Mathematics and Economics 2020 / 03 Vol. 91

Modelling extreme claims via composite models and threshold selection methods

Wang, Yinzhi, Hobæk Haff, Ingrid, Huseby, Arne
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Volume:
91
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2020.02.009
Date:
March, 2020
File:
PDF, 403 KB
2020
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