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Generalized Pareto Fit to the Society Of Actuaries Large Claims Database

Bibliographic reference Cebrián Ana, Carmen ; Lambert, Philippe ; Denuit, Michel. Generalized Pareto Fit to the Society Of Actuaries Large Claims Database. In: North American Actuarial Journal, Vol. 7, p. 18-36 (2003)
Permanent URL http://hdl.handle.net/2078/17075