Modelling Catastrophe Claims with Left-truncated Severity Distributions
| Data(s) |
2006
|
|---|---|
| Identificador | |
| Publicador |
Physica-Verlag GmbH und Co. |
| Relação |
Burnecki, Krzysztof, Chernobai, Anna, Rachev, Svetlozar, Trueck, Stefan, & Weron, Rafal (2006) Modelling Catastrophe Claims with Left-truncated Severity Distributions. Computational Statistics, 21(3-4), pp. 537-555. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #140302 Econometric and Statistical Methods #150201 Finance #150299 Banking Finance and Investment not elsewhere classified #Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability |
| Tipo |
Journal Article |
