The Heavy-Tailed Gleser Model: Properties, Estimation, and Applications
In actuarial statistics, distributions with heavy tails are of great interest to actuaries, as they represent a better description of risk exposure through a type of indicator with a certain probability. These risk indicators are used to determine companies’ exposure to a particular risk. In this pa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/23/4577 |