Pavla Jindrová, Viera Pacáková, "Probability Models of Natural Catastrophe Losses," Proof, vol. 2, pp. 1-4, 2022, DOI:10.37394/232020.2022.2.1
Pavla Jindrová, Viera Pacáková. Probability Models of Natural Catastrophe Losses.
Proof. 2022;2:1-4. 10.37394/232020.2022.2.1
PROOF
Print ISSN: 2944-9162, E-ISSN: 2732-9941 An Open Access International Journal of Applied Science and Engineering
Volume 2, 2022
Probability Models of Natural Catastrophe Losses
Authors: ,
Abstract: In this article we describe parametric curve-fitting methods for modeling historical natural catastrophe losses. We summarize relevant theoretical results above Excess over Threshold Method (EOT) and provide its application to the data about total catastrophe losses in the world in period 1970-2014, published in No2/2015 Swiss Re study Sigma
Keywords:
Excess over Threshold Method, Generalized Pareto Distribution, losses, natural catastrophe
Pages: 1-4 DOI: 10.37394/232020.2022.2.1WSEAS Transactions on Proof, ISSN / E-ISSN: 2944-9162 / 2732-9941, Volume 2, 2022, Art. #1
×
Citation Tools