Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleExtreme distorted tail value at risk for Secura insurance data.AuthorsFawzi, Marni Tawfiq; Hakim, Ouadjed; Nacera, HelalAbstractExtreme losses are specially relevant in finance and insurance. In this work, we estimate the distorted tail value-at-risk measure that is attributable to extreme losses using the semi-parametric approache with an application on insurance data.SubjectsRISK (Insurance); INVESTMENT risk; VALUE at risk; ACTUARIAL risk; INSURANCEPublicationNonlinear Studies, 2021, Vol 28, Issue 4, p1261ISSN1359-8678Publication typeArticle