Statistics of Extremes for the Insurance Industry

Hansjoerg Albrecher and Jan Beirlant

Papers from arXiv.org

Abstract: We provide a survey of how techniques developed for the modelling of extremes naturally matter in insurance, and how they need to and can be adapted for the insurance applications. Topics covered include truncation, tempering, censoring and regression techniques. The discussed techniques are illustrated on concrete data sets.

Date: 2025-11
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2511.22272 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2511.22272

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().