Heavy Tailed Distributions an Rating

In this paper we consider the problem raised in the Astin Bulletin (1999) by Prof. Benktander at the occasion of his 80th birthday concerning the choice of an appropriate claim size distribution in connection with reinsurance rating problems. Appropriate models for large claim distributions play a central role in this matter...br>

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Year of publication:	2001-05-01
Authors:	Beirlant, J. ; Matthys, G. ; Dierckx, G.
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 31 - No. 1 - 2001, 37-5
Subject:	Rückversicherung

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Extent:	271360 bytes 22 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847090