The Heavy-Tailed Exponential Distribution: Risk Measures, Estimation, and Application to Actuarial Data
Modeling insurance data using heavy-tailed distributions is of great interest for actuaries. Probability distributions present a description of risk exposure, where the level of exposure to the risk can be determined by “key risk indicators” that usually are functions of the model. Actuaries and ris...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/8/1276 |