Modelling catastrophe claims with left-truncated severity distributions

Anna Chernobai (), Krzysztof Burnecki, Svetlozar Rachev (), Stefan Trück () and Rafał Weron ()
Authors registered in the RePEc Author Service: Stefan Trueck ()

Computational Statistics, 2006, vol. 21, issue 3, pages 537-555

Keywords: Natural catastrophe; Property insurance; Loss distribution; Truncated data; Ruin probability (search for similar items in EconPapers)
Date: 2006
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