Extreme value modelling of water-related insurance claims
From MaRDI portal
(Redirected from Publication:1647607)
Recommendations
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
- Spatial modelling of risk premiums for water damage insurance
- Extreme value statistics and wind storm losses: A case study
- Severity modeling of extreme insurance claims for tariffication
- scientific article; zbMATH DE number 3996882
Cites work
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- A flexible extreme value mixture model
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
- A Mixture Model for Multivariate Extremes
- An introduction to copulas.
- An introduction to statistical modeling of extreme values
- Bayesian analysis of extreme events with threshold estimation
- Bayesian analysis of extreme values by mixture modelling
- Bayesian image restoration, with two applications in spatial statistics (with discussion)
- Bayesian Measures of Model Complexity and Fit
- Bernstein polynomial angular densities of multivariate extreme value distributions
- Data mining to investigate the meteorological drivers for extreme ground level ozone events
- Dependence measures for extreme value analyses
- Discrete Pareto distributions
- Discretization of distributions in the maximum domain of attraction
- Estimating the dimension of a model
- Estimating the spectral measure of an extreme value distribution
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- Future building water loss projections posed by climate change
- Hierarchical insurance claims modeling
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 469373 (Why is no real title available?)
- scientific article; zbMATH DE number 927324 (Why is no real title available?)
- scientific article; zbMATH DE number 5242364 (Why is no real title available?)
- Local limit theorems for the maxima of discrete random variables
- Loss models. From data to decisions
- Maxima of Poisson-like variables and related triangular arrays
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
- On modeling claim frequency data in general insurance with extra zeros
- Spectral density ratio models for multivariate extremes
- Statistics for near independence in multivariate extreme values
- The two-dimensional Poisson process and extremal processes
- Universal residuals: a multivariate transformation
Cited in
(12)- A spatio-temporal model for Red Sea surface temperature anomalies
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns
- Future building water loss projections posed by climate change
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
- Bayesian modeling of insurance claims for hail damage
- Degree distributions in networks: beyond the power law
- Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla
- Editorial: EVA (2023) conference data challenge
- Adaptive confidence intervals for extreme quantiles from heavy-tailed distributions
This page was built for publication: Extreme value modelling of water-related insurance claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1647607)