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- 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
BibTeX