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Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
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A [Gamma]-moment approach to monotonic boundary estimation
Daouia, Abdelaati
;
Girard, Stéphane
;
Guillou, Armelle
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 727-740
Persistent link: https://www.econbiz.de/10010257677
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