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Distributions de Pareto: Intérêts et limites en réassurance

Par Claude Huyghues-Beaufond

ASTIN Bulletin, 1991, vol. 21, issue 2, 239-251

Abstract: Instead of determining for a fire insurance portfolio the loss distribution purely based on the claims experience, we try to determine it based on the sums insured.

Date: 1991
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