Reinsurance of Extremal Claims by EOT Method Using R
Analýza katastrofických udalostí pomocou teórie extrémnych škôd. Využitie metódy EOT (Excess Over Threshold) v neproporcionálnom zaistení Excess of Loss. Praktická ukážka na hurikánoch v USA.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buchkapitel |
| Sprache: | Slowakisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Reinsurance of Extremal Claims by EOT Method Using R
- Calculation of the VaR and ES by the EOT Method Using R
- Reinsurance of Catastrophic Insurance Risks
- Applying Truncated Distributions to Determine the Total Claim Distribution
- Optimal Reinsurance of Very Large Losses Using the Semi-Variance
- Insurance risk management and reinsurance
- Risk Measures for Extreme Losses