An Application of A Bayesian Extreme Value Mixture Model to Reinsurance Excess-of-Loss Pricing and Extreme Value Threshold Selection
Main Author: | |
---|---|
Format: | Others |
Language: | English |
Published: |
Uppsala universitet, Tillämpad matematik och statistik
2018
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-355932 |