Modelling catastrophe claims with left-truncated severity distributions

Author: Chernobai Anna   Burnecki Krzysztof   Rachev Svetlozar   Trück Stefan   Weron Rafał  

Publisher: Springer Publishing Company

ISSN: 0943-4062

Source: Computational Statistics, Vol.21, Iss.3-4, 2006-12, pp. : 537-555

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Abstract