Extreme value modelling of water-related insurance claims
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Publication:1647607
DOI10.1214/17-AOAS1081zbMath1393.62047MaRDI QIDQ1647607
Jonathan A. Tawn, Arnoldo Frigessi, Christian Rohrbeck, Emma F. Eastoe
Publication date: 26 June 2018
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoas/1520564472
extremal dependence; insurance claims; spatio-temporal modelling; mixture modelling; extremal mixture; Poisson hurdle model
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
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