Mixed Method of Extreme Value Theory, with Application to the Calculation of the Portion of Each Claim Payable by the Reinsurer of Excess of Sinister
- Yingmei Xu
- Kane Ladji
- Diawara Daouda
Abstract
In the literature many determinists approaches (numerical and graphical methods), probability (the probability law, extreme value theory, Bayesian methods) exist for the detection of grave sinister. In this paper, we will give a new characterization of the mixed method of extreme value theory. These results are applied to the simulated data of a Malian insurance company.
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- DOI:10.5539/ijsp.v5n2p100
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