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Modelling catastrophe claims with left-truncated severity distributions

Author

Listed:
  • Anna Chernobai

    ()

  • Krzysztof Burnecki

    ()

  • Svetlozar Rachev

    ()

  • Stefan Trück

    ()

  • Rafał Weron

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006. "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, vol. 21(3), pages 537-555, December.
  • Handle: RePEc:spr:compst:v:21:y:2006:i:3:p:537-555
    DOI: 10.1007/s00180-006-0011-2
    as

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    File URL: http://hdl.handle.net/10.1007/s00180-006-0011-2
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    References listed on IDEAS

    as
    1. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
    2. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0501, June.
    3. Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał, 2000. "Property insurance loss distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(1), pages 269-278.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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    Cited by:

    1. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    2. Krzysztof Burnecki & Rafal Weron, 2006. "Visualization tools for insurance risk processes," HSC Research Reports HSC/06/06, Hugo Steinhaus Center, Wroclaw University of Technology.
    3. repec:bla:eufman:v:23:y:2017:i:5:p:951-974 is not listed on IDEAS
    4. repec:eee:phsmap:v:525:y:2019:i:c:p:498-513 is not listed on IDEAS
    5. Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010. "Building Loss Models," HSC Research Reports HSC/10/03, Hugo Steinhaus Center, Wroclaw University of Technology.
    6. LIU QING & Pitt David & Wang Yan & Wu Xueyuan, 2012. "Survival Analysis of Left Truncated Income Protection Insurance Data," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 7(1), pages 1-24, December.
    7. Tim Keighley & Thomas Longden & Supriya Mathew & Stefan Trück, 2014. "Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions," Working Papers 2014.93, Fondazione Eni Enrico Mattei.
    8. repec:bla:eufman:v:24:y:2018:i:5:p:893-918 is not listed on IDEAS
    9. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
    10. Martel-Escobar, M. & Hernández-Bastida, A. & Vázquez-Polo, F.J., 2012. "On the independence between risk profiles in the compound collective risk actuarial model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(8), pages 1419-1431.

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