Extreme severity modeling using a GLM-GPD combination : application to an excess of loss reinsurance treaty
Sarra Ghaddab, Manel Kacem, Christian de Peretti, Lotfi Belkacem
| Year of publication: |
2023
|
|---|---|
| Authors: | Ghaddab, Sarra ; Kacem, Manel ; Peretti, Christian de ; Belkacem, Lotfi |
| Subject: | Combined modeling | Excess of loss reinsurance treaty | Extreme claims amounts | Generalized linear model | Generalized Pareto distribution | Pricing | Rückversicherung | Reinsurance | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Schätztheorie | Estimation theory | Pareto-Optimum | Pareto efficiency | Versicherungsmathematik | Actuarial mathematics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02371-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014330174