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  • Modelováaní výšky škod v neživotním pojiětění je jednou z oblastí, kde dosáhnutí dobré shody konců teoretického a empirického rozdělení je mimořádně důležité. Obsahem tohoto příspěvku je ukázat, že modelování rozdělení škod pomocí kvantilových funkcí poskytuje vhodnou a flexibilní metodu na získání modelu s dobrou shodou v koncích rozdělení a simulací extrémních škod. (cs)
  • Modelling of loss distributions in non-life insurance is one of the problem areas, where obtaining a good fit to the extreme tails of a distributional model is of major importance. It is a thesis of this paper that the use of models based on quantiles provides an appropriate and flexible approach to the distributional modelling needed to obtain well-fitted tails and to simulate the extreme losses.
  • Modelling of loss distributions in non-life insurance is one of the problem areas, where obtaining a good fit to the extreme tails of a distributional model is of major importance. It is a thesis of this paper that the use of models based on quantiles provides an appropriate and flexible approach to the distributional modelling needed to obtain well-fitted tails and to simulate the extreme losses. (en)
Title
  • Simulations of the Extreme Losses in Non-Life Insurance
  • Simulace extrémních škod v neživotním pojištění (cs)
  • Simulations of the Extreme Losses in Non-Life Insurance (en)
skos:prefLabel
  • Simulations of the Extreme Losses in Non-Life Insurance
  • Simulace extrémních škod v neživotním pojištění (cs)
  • Simulations of the Extreme Losses in Non-Life Insurance (en)
skos:notation
  • RIV/00216275:25410/05:00003758!RIV08-MSM-25410___
http://linked.open.../vavai/riv/strany
  • 25
http://linked.open...avai/riv/aktivita
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  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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  • 542790
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/05:00003758
http://linked.open...riv/jazykVysledku
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  • goodness of fit models; quantile functions; tails of a distributional models; simulate the extreme losses (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [5203D407D1F0]
http://linked.open...v/mistoKonaniAkce
  • Bratislava
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • AIESA - Budovanie spoločnosti založenej na vedomostiach
http://linked.open...in/vavai/riv/obor
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http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
  • Šoltés, Erik
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Ekonomická univerzita v Bratislave. Fakulta hospodárskej informatiky
https://schema.org/isbn
  • 80-225-2010-1
http://localhost/t...ganizacniJednotka
  • 25410
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