Tail Risk in Commercial Property Insurance
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Cited by:
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- Yuyu Chen & Paul Embrechts & Ruodu Wang, 2024. "Risk exchange under infinite-mean Pareto models," Papers 2403.20171, arXiv.org.
- Yuyu Chen & Ruodu Wang, 2024. "Infinite-mean models in risk management: Discussions and recent advances," Papers 2408.08678, arXiv.org, revised Oct 2024.
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Keywords
commercial property insurance; exposure rating; heavy tails; tail index; tail regression;All these keywords.
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