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

DOI10.1080/03461238.2017.1284152zbMATH Open1416.91210OpenAlexW2583614039MaRDI QIDQ4583602FDOQ4583602

Authors: Patryk Miziuła, Radek Solnický 

Publication date: 31 August 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2017.1284152

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zbMATH Keywords

mixturegeneralized extreme value distributionstochastic orderflood catastrophe modelmaximal annual loss

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• CONTINUOUS INSPECTION SCHEMES
• Sharp bounds on l-estimates and their expectations for dependent samples
• Extreme Dispersions of Semicoherent and Mixed System Lifetimes
• Comparison of dispersions of mixtures of ordered distributions

Cited In (2)

• A two-variate marked values Poisson point process model in risk analysis of flood control
• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

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