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Poisson processes / Exponential distribution / Exponentials / Gamma distribution / Normal distribution / Moment-generating function / Weight / Multivariate normal distribution / Parametric model / Statistics / Mathematical analysis / Probability and statistics


Tail Conditional Expectations for Exponential Dispersion Models∗ Zinoviy Landsman
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Document Date: 2011-04-20 15:55:05


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Bergen / /

Country

Australia / Norway / /

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pence / cent / /

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Facility

ISRAEL Emiliano A. Valdez†‡ University of New South Wales Sydney / Institute of Actuaries / Exponential Dispersion Models∗ Zinoviy Landsman University of Haifa Haifa / /

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insurance / insurance losses / wide potential applications / /

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Exponential Dispersion Models∗ Zinoviy Landsman University of Haifa Haifa / UNSW Actuarial Foundation / EDF / ISRAEL Emiliano A. Valdez†‡ University of New South Wales Sydney / Institute of Actuaries of Australia / /

Person

Emiliano A. Valdez / /

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Region

South Wales / /

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