Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model (Q4583602)

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scientific article; zbMATH DE number 6930161
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Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
scientific article; zbMATH DE number 6930161

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    Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model (English)
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    31 August 2018
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    flood catastrophe model
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    maximal annual loss
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    generalized extreme value distribution
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    mixture
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    stochastic order
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