Benutzer: Gast  Login
Dokumenttyp:
Buchbeitrag 
Autor(en):
Asmussen, S., Fasen, V., Klüppelberg, C. 
Künstler (Werkautoren):
Cont, R. (Ed.) 
Titel:
Heavy tails in insurance. 
Abstract:
Large insurance losses happen infrequently, but they do happen. In this paper we present the standard distribution models used in fire, wind–storm or flood insurance and mention some insurance applications. 
Seitenangaben Beitrag:
873-875 
Stichworte:
compound Poisson process, Cramér-Lundberg model, integrated tail distribution, Pollaczek-Khinchine formula, regular variation, risk model, ruin probability, subexponential distribution. 
Buchtitel:
Encyclopedia of Quantitative Finance 
Verlag / Institution:
Wiley 
Verlagsort:
Chichester 
Jahr:
2010 
Reviewed:
ja 
Sprache:
en 
Semester:
SS 10 
Format:
Text