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North American Actuarial Journal Volume 8, 2004 - Issue 2

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“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003

Jan Beirlant Catholic University Leuven, University Center of Statistics, W. de Croylaan 54, B-3001 Leuven, Belgium

Elisabeth Joossens Catholic University Leuven, University Center of Statistics, W. de Croylaan 54, B-3001 Leuven, Belgium

Johan Segers Department of Econometrics and Operations Research, Tilburg University, P.O. Box 90153, NL-5000 LE Tilburg, the NetherlandsView further author information

Pages 108-111 | Published online: 03 Jan 2013

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https://doi.org/10.1080/10920277.2004.10596140

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Beirlant , J. , Vynckier , P. and Teugels , J. L. 1996 . Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics . Journal of the American Statistical Association , 91 : 1659 – 1667 .
Web of Science ®Google Scholar
Bingham , N. H. , Goldie , C. M. and Teugels , J. L. 1987 . Regular Variation , Cambridge : Cambridge University Press .
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Pickands , J . 1975 . Statistical Inference Using Extreme Order Statistics . Annals of Statistics , 3 : 119 – 31 .
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