ReIns

The Burr distribution

Conditional Tail Expectation

EPD estimator

Fit EPD using MLE

The Extended Pareto Distribution

EVT fit

Estimates for excess-loss premiums using EPD estimates

Estimates for excess-loss premiums using GPD-MLE estimates

Estimates for excess-loss premiums using a Pareto model

Estimates for excess-loss premiums using splicing

Exponential quantile plot

The Frechet distribution

The generalised Pareto distribution

Fit GPD using MLE

GPD-ML estimator

GPD residual plot

Hill estimator

Select optimal threshold for Hill estimator

Bias-reduced MLE (Quantile view)

Kaplan-Meier estimator

Least Squares tail estimator

Log-normal quantile plot

Derivative plot of the log-normal QQ-plot

Mixed Erlang fit

Mean excess function

Mean excess function using Turnbull estimator

Moment estimator

The Pareto distribution

Pareto quantile plot

Derivative plot of the Pareto QQ-plot

Weissman estimator of small exceedance probabilities and large return periods

Estimator of small exceedance probabilities and large return periods using EPD

Estimator of small exceedance probabilities and large return periods using generalised Hill

Estimator of small exceedance probabilities and large return periods using GPD-MLE

Estimator of small exceedance probabilities and large return periods using MOM

Estimator of small tail probability in regression

Weissman estimator of extreme quantiles

Second order refined Weissman estimator of extreme quantiles (QV)

Estimator of extreme quantiles using generalised Hill

Estimator of extreme quantiles using GPD-MLE

Estimator of extreme quantiles using MOM

Estimator of extreme quantiles in regression

Scale estimator

Bias-reduced scale estimator using second order Hill estimator

Bias-reduced scale estimator using EPD estimator

Scale estimator in regression

Spliced distribution

Plot of fitted and empirical survival function

Splicing fit

Splicing of mixed Erlang and GPD using POT-MLE

Splicing of mixed Erlang and Pareto

Splicing of mixed Erlang and Pareto for interval censored data

LL-plot with fitted and empirical survival function

LL-plot with fitted and Turnbull survival function

PP-plot with fitted and empirical survival function

PP-plot with fitted and Turnbull survival function

Splicing quantile plot

Splicing quantile plot using Turnbull estimator

Plot of fitted and Turnbull survival function

Turnbull estimator

VaR of splicing fit

Weibull quantile plot

Derivative plot of the Weibull QQ-plot

EPD estimator for right censored data

Exponential quantile plot for right censored data

GPD-ML estimator for right censored data

Hill estimator for right censored data

Log-normal quantile plot for right censored data

MOM estimator for right censored data

Pareto quantile plot for right censored data

Estimator of small exceedance probabilities and large return periods using censored Hill

Estimator of small exceedance probabilities and large return periods using censored EPD

Estimator of small exceedance probabilities and large return periods using censored generalised Hill

Estimator of small exceedance probabilities and large return periods using censored GPD-MLE

Estimator of small exceedance probabilities and large return periods using censored MOM

Estimator of large quantiles using censored Hill

Estimator of large quantiles using censored Hill

Estimator of large quantiles using censored GPD-MLE

Estimator of large quantiles using censored MOM

Weibull quantile plot for right censored data

Generalised Hill estimator for right censored data

Hill-type estimator for the conditional EVI

Conditional Pareto quantile plot for right censored data

Non-parametric estimator of conditional survival function

Generalised Hill estimator

Generalised quantile plot

Hill estimator for interval censored data

Pareto quantile plot for interval censored data

Norwegian fire insurance data

Classical estimators for the CDF

Edgeworth approximation

Gram-Charlier approximation

Secura dataset

SOA Group Medical Insurance Large Claims Database

Non-parametric estimators of the STDF

The truncated Burr distribution

The truncated exponential distribution

The truncated Frechet distribution

The truncated generalised Pareto distribution

The truncated Pareto distribution

The truncated Weibull distribution

The truncated log-normal distribution

Truncation odds

Truncation odds

Estimator of endpoint

Estimator of endpoint

Hill estimator for upper truncated data

MLE estimator for upper truncated data

Truncated Pareto quantile plot

Estimator of small exceedance probabilities using truncated Hill

Estimator of small exceedance probabilities using truncated MLE

Estimator of large quantiles using truncated Hill

Estimator of large quantiles using truncated MLE

Test for truncated Pareto-type tails

Test for truncated GPD tails