Discussion of Generalized Pareto Fit to the Society of Actuaries'Large Claims Database by Ana C. Cebrián, Michel Denuit and Philippe Lambert

Beirlant, Jan;Joossens, Elisabeth;Segers, Johan
(2004) North American Actuarial Journal — Vol. 8, n° 2, p. 108-111 (2004)

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Authors
  • Beirlant, JanCatholic University Leuven
    Author
  • Joossens, ElisabethCatholic University Leuven
    Author
  • Segers, JohanUCLouvain
    Author
Affiliations
  • Catholic University of LeuvenUniversity Center of Statistics
  • Tilburg UniversityDepartment of Econometrics and Operations Research

Citations

Beirlant, J., Joossens, E., & Segers, J. (2004). Discussion of Generalized Pareto Fit to the Society of Actuaries’Large Claims Database by Ana C. Cebrián, Michel Denuit and Philippe Lambert. North American Actuarial Journal, 8(2), 108-111. https://doi.org/10.1080/10920277.2004.10596140 (Original work published 2004)