Extreme Values in Insurance Mathematics

This publication has 16 references indexed in Scilit:

• Estimates for the probability of ruin with special emphasis on the possibility of large claims
  Insurance: Mathematics and Economics, 1982
• Largest Claims Reinsurance (LCR). A Quick Method to Calculate LCR-Risk Rates from Excess of Loss Risk Rates
  ASTIN Bulletin, 1978
• Risk Theory
  Published by Springer Nature ,1977
• A Simple General Approach to Inference About the Tail of a Distribution
  The Annals of Statistics, 1975
• Statistical Models of Claim Distributions in Fire Insurance
  ASTIN Bulletin, 1974
• Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner
  ASTIN Bulletin, 1972
• On Some Limit Theorems Similar to the Arc-Sin Law
  Theory of Probability and Its Applications, 1965
• Sur la fonction de distribution du sinistre le plus eleve
  ASTIN Bulletin, 1963
• Spreading of Exceptional Claims by Means of an Internal Stop Loss Cover
  ASTIN Bulletin, 1963
• The influence of the maximum term in the addition of independent random variables
  Transactions of the American Mathematical Society, 1952