Modelling Catastrophe Claims with Left-truncated Severity Distributions

Chernobai, Anna, Burnecki, Krzysztof, Rachev, Svetlozar, , & Weron, Rafal (2006) Modelling Catastrophe Claims with Left-truncated Severity Distributions. Computational Statistics, 21(3-4), pp. 537-555.

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16 citations in Scopus
20 citations in Web of Science®
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ID Code: 23441
Item Type: Contribution to Journal (Journal Article)
Refereed: Yes
Measurements or Duration: 19 pages
Keywords: Loss Distribution, Natural Catastrophe, Property Insurance, Ruin Probability, Truncated Data
DOI: 10.1007/s00180-006-0011-2
ISSN: 0943-4062
Pure ID: 33852276
Divisions: Past > QUT Faculties & Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Copyright Owner: Consult author(s) regarding copyright matters
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Deposited On: 17 Jun 2009 13:54
Last Modified: 03 Mar 2024 15:43