Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Sébastien Farkas"'
This papers derives finite sample results to assess the consistency of Generalized Pareto regression trees introduced by Farkas et al. [2021] as tools to perform extreme value regression for heavy-tailed distributions. This procedure allows one to co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8c0a27374612887ddd46c3035ea237c
https://doi.org/10.21203/rs.3.rs-1874510/v1
https://doi.org/10.21203/rs.3.rs-1874510/v1
Publikováno v:
Insurance: Mathematics and Economics. 98:92-105
With the rise of the cyber insurance market, there is a need for better quantification of the economic impact of this risk and its rapid evolution. Due to the heterogeneity of cyber claims, evaluating the appropriate premium and/or the required amoun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bb84581f8a93a92da6820f5e7e89669
https://doi.org/10.1016/j.insmatheco.2021.02.009
https://doi.org/10.1016/j.insmatheco.2021.02.009
