Extreme value modelling of water-related insurance claims
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Publication:1647607
DOI10.1214/17-AOAS1081zbMath1393.62047OpenAlexW2793463065MaRDI 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 dependenceinsurance claimsspatio-temporal modellingmixture modellingextremal mixturePoisson hurdle model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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