Combined tail estimation using censored data and expert information

Details

Ressource 1Download: Exponential_penalizationR2.pdf (5453.44 [Ko])
State: Public
Version: author
License: Not specified
Serval ID
serval:BIB_22EB67C34F5A
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Combined tail estimation using censored data and expert information
Journal
Scandinavian Actuarial Journal
Author(s)
Bladt M., Albrecher H., Beirlant J.
ISSN
0346-1238
Publication state
Published
Issued date
2020
Peer-reviewed
Oui
Volume
2020
Number
6
Pages
503-525
Language
english
URN
urn:nbn:ch:serval-BIB_22EB67C34F5A6
OAI-PMH
oai:serval.unil.ch:BIB_22EB67C34F5A
Create date
16/11/2019 9:05
Last modification date
21/11/2022 8:07
Usage data