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An Application of A Bayesian Extreme Value Mixture Model to Reinsurance Excess-of-Loss Pricing and Extreme Value Threshold Selection
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Applied Mathematics and Statistics.
2018 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2018. , p. 27
Series
U.U.D.M. project report ; 2018:31
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-355932OAI: oai:DiVA.org:uu-355932DiVA, id: diva2:1231781
Educational program
Bachelor Programme in Mathematics
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Examiners
Available from: 2018-07-09 Created: 2018-07-09 Last updated: 2018-07-09Bibliographically approved

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fulltext(949 kB)35 downloads
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fa31198bc327711e909a9f3d23300368e60bd180ecfb0bf2d4dfb4c59d0ebd938c62a9148d00dd78f3eb35ebdf9dbc8c92b23d2412bb79d4a33ff3438670b9d6
Type fulltextMimetype application/pdf

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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