Estimating the tail index of the claim size distribution
- 1 April 1987
- journal article
- Published by Springer Nature in Blätter der DGVFM
- Vol. 18 (1) , 21-25
- https://doi.org/10.1007/bf02809696
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Simple formulas for the premiums of the LCR and ECOMOR treaties under exponential claims sizesBlätter der DGVFM, 1986
- On Asymptotic Normality of Hill's Estimator for the Exponent of Regular VariationThe Annals of Statistics, 1985
- Adaptive Estimates of Parameters of Regular VariationThe Annals of Statistics, 1985
- A Simple General Approach to Inference About the Tail of a DistributionThe Annals of Statistics, 1975