Pages that link to "Item:Q4248562"

The following pages link to Extreme value statistics and wind storm losses: A case study (Q4248562):

Displaying 16 items.

• Extreme-value analysis of teletraffic data (Q956818) (← links)
• Univariate and bivariate GPD methods for predicting extreme wind storm losses (Q1023094) (← links)
• Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871) (← links)
• Minimax risk bounds in extreme value theory (Q1848862) (← links)
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
• Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
• Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
• Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
• Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend (Q2488463) (← links)
• AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251) (← links)
• (Q5011442) (← links)
• ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
• Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)