Modelling Catastrophe Claims with Left-truncated Severity Distributions
Burnecki, Krzysztof, Chernobai, Anna, Rachev, Svetlozar, Trueck, Stefan, & Weron, Rafal (2006) Modelling Catastrophe Claims with Left-truncated Severity Distributions. Computational Statistics, 21(3-4), pp. 537-555.
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|Item Type:||Journal Article|
|Keywords:||Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability|
|Subjects:||Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302)
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201)
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Banking Finance and Investment not elsewhere classified (150299)
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
|Deposited On:||17 Jun 2009 13:54|
|Last Modified:||10 Aug 2011 18:15|
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