Statistics of Extremes for the Insurance Industry
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866908678986137600 |
|---|---|
| author | Albrecher, Hansjoerg Beirlant, Jan |
| author_facet | Albrecher, Hansjoerg Beirlant, Jan |
| contents | We provide a survey of how techniques developed for the modelling of extremes naturally matter in insurance, and how they need to and can be adapted for the insurance applications. Topics covered include truncation, tempering, censoring and regression techniques. The discussed techniques are illustrated on concrete data sets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_22272 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Statistics of Extremes for the Insurance Industry Albrecher, Hansjoerg Beirlant, Jan Risk Management Methodology We provide a survey of how techniques developed for the modelling of extremes naturally matter in insurance, and how they need to and can be adapted for the insurance applications. Topics covered include truncation, tempering, censoring and regression techniques. The discussed techniques are illustrated on concrete data sets. |
| title | Statistics of Extremes for the Insurance Industry |
| topic | Risk Management Methodology |
| url | https://arxiv.org/abs/2511.22272 |