44 citations · 47 across the 5 of their papers we have counts for
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stat.AP2019★ 2 cited
Modelling extreme claims via composite models and threshold selection methods
Yinzhi Wang, Ingrid Hobæk Haff, Arne Huseby
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provide…
stat.AP2019
Buffered environmental contours
Kristina Rognlien Dahl, Arne Bang Huseby
The main idea of this paper is to use the notion of buffered failure probability from probabilistic structural design, to introduce buffered environmental contours. Classical envir…