The full tails gamma distribution applied to model extreme values
By Joan del Castillo, Jalila Daoudi and Isabel Serra
| Year of publication: |
2017
|
|---|---|
| Authors: | Castillo, Joan del ; Daoudi, Jalila ; Serra, Isabel |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 3, p. 895-917
|
| Subject: | Risk models | exponential models | heavy tailed distributions | Pareto distribution | power-law distribution | type III distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Ausreißer | Outliers | Einkommensverteilung | Income distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011763681