Browsing by Author "Tank, Fatih"
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Modeling of claim exceedances over random thresholds for related insurance portfolios
Eryilmaz, Serkan; Gebizlioğlu, Ömer Lütfi; Tank, Fatih (Elsevier Science Bv, 2011)Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks determination of retention treaties and capital requirements for solvency. ...