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0321561 - ÚI 2009 AT eng V - Research Report
Stehlík, M. - Potocký, R. - Waldl, H. - Fabián, Zdeněk
Some notes on the favorable estimation for fitting heavy tailed data.
Linz: Johannes Kepler University, 2008. 31 s. IFAS Research Paper Series, 2008-32.
Grant - others:ASO(AT) SK-0607-BA-018; VEGA(SK) 1/3016/06; Aktion(CZ-AT) 50p14
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources ; V - Other public resources ; V - Other public resources
Keywords : heavy-tailed distribution * claims * robust approach * Johnson estimator * insurance * Basel II
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2008-32.pdf
Permanent Link: http://hdl.handle.net/11104/0170053