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Modelling catastrophe claims with left-truncated severity distributions

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Author Info
Anna Chernobai ()
Krzysztof Burnecki ()
Svetlozar Rachev ()
Stefan Trück ()
Rafał Weron ()

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Abstract

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s00180-006-0011-2
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Publisher Info
Article provided by Springer in its journal Computational Statistics.

Volume (Year): 21 (2006)
Issue (Month): 3 (December)
Pages: 537-555
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:spr:compst:v:21:y:2006:i:3:p:537-555

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Web page: http://www.springerlink.com/link.asp?id=120306

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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Natural catastrophe; Property insurance; Loss distribution; Truncated data; Ruin probability;

Statistics
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This page was last updated on 2009-12-4.

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