Tail risk in commercial property insurance
Year of publication: |
2014
|
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Authors: | Biffis, Enrico ; Chavez, Erik |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 2.2014, 4, p. 393-410
|
Subject: | commercial property insurance | exposure rating | heavy tails | tail index | tail regression | Statistische Verteilung | Statistical distribution | Gewerbeimmobilien | Commercial real estate | Risikomaß | Risk measure | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Sachversicherung | Property insurance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks2040393 [DOI] hdl:10419/167841 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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