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  • Search: subject:"Excess over-threshold method"
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Excess over-threshold method 1 Loss distributions 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Risikomaß 1 Risk measure 1 Risk measures 1 Simulation 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Threshold selection 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hobæk Haff, Ingrid 1 Huseby, Arne 1 Wang, Yinzhi 1
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Insurance / Mathematics & economics 1
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Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne - In: Insurance / Mathematics & economics 91 (2020), pp. 257-268
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