Extreme value statistics and wind storm losses: A case study

DOI10.1080/03461238.1997.10413979zbMath0926.62104OpenAlexW1974383204MaRDI QIDQ4248562

Holger Rootzén, Nader Tajvidi

Publication date: 28 November 1999

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1997.10413979

zbMATH Keywords

generalised Pareto distributionwind storm claimslarge claims insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

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