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Some further results on annuities certain with random interest

✍ Scribed by A. De Schepper; M. Goovaerts

Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 395 KB
Volume: 11
Category: Article
ISSN: 0167-6687
DOI: 10.1016/0167-6687(92)90016-5

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## Analytical Finance The statistical estimation problem of (high) quantiles plays a fundamental role in both insurance and finance. For instance the pricing of Catastrophe Excess of Loss (CAT-XL) covers gives an example of the former, whereas the estimation of Value-at-Risk (VaR) in risk manageme