Abstract
Keywords: Extreme Value Theory, Balkema-de-Haan Theorem, limiting distribution functions, estimator, maximum entropy principle, spacing method.
Volume
Porto Cervo, Italy
Year
2000
Categories
Financial and Statistical Methods
Aggregation Methods
Collective Risk Model
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Loss Distributions
Extreme Values
Financial and Statistical Methods
Loss Distributions
Frequency
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Financial and Statistical Methods
Loss Distributions
Severity
Publications
ASTIN Colloquium
