Discussion of the Danish Data on Large Fire Insurance Losses

Sidney I. Resnick

ASTIN Bulletin, 1997, vol. 27, issue 1, 139-151

Abstract: Alexander McNeil's (1996) study of the Danish data on large fire insurance losses provides an excellent example of the use of extreme value theory in an important application context. We point out how several alternate statistical techniques and plotting devices can buttress McNeil's conclusions and provide flexible tools for other studies.

Date: 1997
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