Add to ORKGSIGLELD:D48329/84 / BLDSC - British Library Document Supply CentreGBUnited Kingdo
textabstractA scientific way of looking beyond the worst-case return is to employ statistical extrem...
Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values...
Extreme value theory concerns the behavior of the extremes of a process or processes. The fundamenta...
SIGLEAvailable from British Library Document Supply Centre- DSC:DX77214 / BLDSC - British Library Do...
This research is concerned with the application of extreme value theory to motor insurance generally...
An accurate estimation of extreme claims is fundamental to assess solvency capital requirements (SCR...
Analyzing solvency with extreme value theory: an application to the Spanish motor liability insuranc...
: Extreme Value Theory (EVT) originated, in 1928, in the work of Fisher and Tippett describing ...
Many fields of modern science and engineering have to deal with events which are rare but have signi...
The nancial industry including banking and insurance is undergoing ma jor changes The reinsurance...
tute of Technology, Zurich) where he teaches insurance and nancial mathemat-ics. He received his mat...
port from the Swiss National Science Foundation (project 12–5248.97) is gratefully acknowledged. Man...
SIGLEAvailable from British Library Document Supply Centre- DSC:4363.2643(LBS-IFA-WP--179) / BLDSC -...
The ®nancial industry, including banking and insurance, is undergoing major changes. The (re)insuran...
This thesis is focused on the models based on extreme value theory and their practical applications....
textabstractA scientific way of looking beyond the worst-case return is to employ statistical extrem...
Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values...
Extreme value theory concerns the behavior of the extremes of a process or processes. The fundamenta...
SIGLEAvailable from British Library Document Supply Centre- DSC:DX77214 / BLDSC - British Library Do...
This research is concerned with the application of extreme value theory to motor insurance generally...
An accurate estimation of extreme claims is fundamental to assess solvency capital requirements (SCR...
Analyzing solvency with extreme value theory: an application to the Spanish motor liability insuranc...
: Extreme Value Theory (EVT) originated, in 1928, in the work of Fisher and Tippett describing ...
Many fields of modern science and engineering have to deal with events which are rare but have signi...
The nancial industry including banking and insurance is undergoing ma jor changes The reinsurance...
tute of Technology, Zurich) where he teaches insurance and nancial mathemat-ics. He received his mat...
port from the Swiss National Science Foundation (project 12–5248.97) is gratefully acknowledged. Man...
SIGLEAvailable from British Library Document Supply Centre- DSC:4363.2643(LBS-IFA-WP--179) / BLDSC -...
The ®nancial industry, including banking and insurance, is undergoing major changes. The (re)insuran...
This thesis is focused on the models based on extreme value theory and their practical applications....
textabstractA scientific way of looking beyond the worst-case return is to employ statistical extrem...
Extreme Value distributions arise as limiting distributions for maximums or minimums (extreme values...
Extreme value theory concerns the behavior of the extremes of a process or processes. The fundamenta...