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Penalized quasi-likelihood estimation of generalized Pareto regression – consistent identification of risk factors for extreme losses
Journal article   Peer reviewed

Penalized quasi-likelihood estimation of generalized Pareto regression – consistent identification of risk factors for extreme losses

Jin Meng and Kung-Sik Chan
Insurance, mathematics & economics, Vol.104, pp.60-75
05/2022
DOI: 10.1016/j.insmatheco.2022.01.005

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Abstract

Extreme value theory Generalized information criterion Generalized Pareto distribution Quasi-maximum likelihood estimation Tuning parameter selection consistency

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