论文信息 - Modelling of Catastrophic Events in Insurance and Finance - 字舞流文

Modelling of Catastrophic Events in Insurance and Finance

Paul Embrechts | P. Embrechts

[1] Jan Beirlant,et al. Modeling large claims in non-life insurance , 1992 .

[2] Ruin estimates for large claims , 1988 .

[3] P. Embrechts,et al. Estimates for the probability of ruin with special emphasis on the possibility of large claims , 1982 .