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Modeling of motor vehicle claims using extreme value methodolgy and monte carlo stimulation: a comparative study

Chandrasekhar, S.

Modeling of motor vehicle claims using extreme value methodolgy and monte carlo stimulation: a comparative study 2008 - 2008 - 96-103 V. 4 Issue. 4

Subjects--Topical Terms:
Management

Subjects--Index Terms: Motor vehicle;monte carlo stimulation;motor vehicle insurance;Generalised pareto distribution (GPD);

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