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Document Details :
Title: Discussion of the Danish Data on Large Fire Insurance Losses
Author(s): RESNICK, S.I.
Journal: ASTIN Bulletin
Volume: 27 Issue: 1 Date: May 1997
Alexander McNeil's (1996) study of the Danish data on large fire insurance losses provides an excellent example of the use of extreme value theory in an important application context. We point out how several alternate statistical techniques and plotting devices can buttress McNeil's conclusions and provide flexible tools for other studies