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Modeling premiums of non-life insurance companies in India

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 نشر من قبل Siddhartha Chakrabarty
 تاريخ النشر 2021
  مجال البحث مالية
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We undertake an empirical analysis for the premium data of non-life insurance companies operating in India, in the paradigm of fitting the data for the parametric distribution of Lognormal and the extreme value based distributions of Generalized Extreme Value and Generalized Pareto. The best fit to the data for ten companies considered, is obtained for the Generalized Extreme Value distribution.



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