TY  -  
T1  - Multivariate Regular Variation 
SN  -  /  
UR  - URN:NBN:fi:hulib-202009304164; http://hdl.handle.net/10138/319783 
T3  -  
A1  - Bernardo, Alexandre 
A2  -  
PB  - Helsingin yliopisto 
Y1  - 2020 
LA  - eng 
AB  - In insurance and reinsurance, heavy-tail analysis is used to model insurance claim sizes and frequencies in order to quantify the risk to the insurance company and to set appropriate premium rates. One of the reasons for this application comes from the fact that excess claims covered by reinsurance companies are very large, and so a natural field for heavy-tail analysis.

In finance, the multivariate returns process often exhibits heavy-tail marginal distributions with little or no correlation... 
VO  -  
IS  -  
SP  -  
OP  -  
KW  - multivariate regular variation; heavy-tailed distribution; risk; limit measure; hidden regular variation; insurance; estimation; none; Sovellettu matematiikka; Applied Mathematics; Tillämpad matematik; Matematiikan ja tilastotieteen maisteriohjelma; Master's Programme in Mathematics and Statistics; Magisterprogrammet i matematik och statistik 
N1  -   
PP  -  
ER  -