Fuzzy pricing of high excess loss layer when modeling the tail with generalized Pareto distribution

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GENÇTÜRK Y., İÇEN D., GÜNAY S., TUNÇ t.

Journal of Statisticians: Statistics and Actuarial Sciences, vol.4, pp.16-30, 2011 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 4
• Publication Date: 2011
• Journal Name: Journal of Statisticians: Statistics and Actuarial Sciences
• Page Numbers: pp.16-30
• Hacettepe University Affiliated: Yes