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Document type:
Buchbeitrag 
Author(s):
Asmussen, S., Fasen, V., Klüppelberg, C. 
Artist:
Cont, R. (Ed.) 
Title:
Heavy tails in insurance. 
Pages contribution:
873-875 
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. 
Keywords:
compound Poisson process, Cramér-Lundberg model, integrated tail distribution, Pollaczek-Khinchine formula, regular variation, risk model, ruin probability, subexponential distribution. 
Book title:
Encyclopedia of Quantitative Finance 
Publisher:
Wiley 
Publisher address:
Chichester 
Year:
2010 
Reviewed:
ja 
Language:
en 
Semester:
SS 10 
Format:
Text