On the use of Lehmann's alternative to capture extreme losses in actuarial science
Year of publication: |
2024
|
---|---|
Authors: | G贸mez-D茅niz, Emilio ; Calder铆n-Ojeda, Enrique |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 1, Art.-No. 6, p. 1-22
|
Subject: | actuarial | Lehmann's alternative | mixture | right tail | Stoppa distribution | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution |
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