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Statistics of Extremes for the Insurance Industry

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  • Hansjoerg Albrecher
  • Jan Beirlant

Abstract

We provide a survey of how techniques developed for the modelling of extremes naturally matter in insurance, and how they need to and can be adapted for the insurance applications. Topics covered include truncation, tempering, censoring and regression techniques. The discussed techniques are illustrated on concrete data sets.

Suggested Citation

  • Hansjoerg Albrecher & Jan Beirlant, 2025. "Statistics of Extremes for the Insurance Industry," Papers 2511.22272, arXiv.org.
    • Handle: RePEc:arx:papers:2511.22272
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