Some Notes on the Statistical Theory of Extreme Values

Abstract
In preparing the notes on the subjects for discussion at the 4th ASTIN Colloquium at Trieste [i] I used some of the material which formed the basis of a talk given to the Scandinavian Actuarial Societies in September 1962. The papers presented in Trieste have established on a firm mathematical footing the formula for the excess loss premium derived in my note but the discussions also showed that some of the other 1962 material would be of interest.
Volume
3:1
Page
6-12
Year
1963
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
Authors
Robert E Beard