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 |