arXiv Open Access 2025

Statistics of Extremes for the Insurance Industry

Hansjoerg Albrecher Jan Beirlant

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Abstrak

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.

Topik & Kata Kunci

q-fin.RM stat.ME

Penulis (2)

Hansjoerg Albrecher

Jan Beirlant

Format Sitasi

APA MLA BibTeX

Albrecher, H., Beirlant, J. (2025). Statistics of Extremes for the Insurance Industry. https://arxiv.org/abs/2511.22272

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Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓