Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, David ; Li, Wai Keung ; Wong, Tony Siu Tung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 3, p. 538-551
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