Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
M. Bee, J. Hambuckers and L. Trapin
| Year of publication: |
2021
|
|---|---|
| Authors: | Bee, Marco ; Hambuckers, J. ; Trapin, L. |
| Subject: | Actuarial science | Advanced econometrics | Computational finance | Extreme risk and insurance | Tail analysis | Operationelles Risiko | Operational risk | Versicherung | Insurance | Risikomodell | Risk model | Risikomanagement | Risk management | Ökonometrie | Econometrics | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution | Risiko | Risk | Theorie | Theory | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1849778 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012588037