An extreme-value theory approximation scheme in reinsurance and insurance-linked securities
By Rom Aviv (Roman Muraviev)
| Year of publication: |
2018
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|---|---|
| Authors: | Aviv, Rom |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1157-1173
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| Subject: | Extreme-value theory | loss exceedance probability curve | reinsurance | insurance-linked securities | Rückversicherung | Reinsurance | Risikomodell | Risk model | Theorie | Theory | Insurance-Linked Securities | Insurance-linked securities | Verbriefung | Securitization |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999885