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  • In the modeling of extreme events, different approaches had been proposed for certain circumstances. The article describes parametric curve fitting methods for modeling extreme historical losses. Describes relevant theoretical results above Extreme value theory (EVT) and Excess over Threshold Method (EOT) and provides an example of the application to Danish data on large fire insurance losses by Alexander McNeil's (1996) study.
  • In the modeling of extreme events, different approaches had been proposed for certain circumstances. The article describes parametric curve fitting methods for modeling extreme historical losses. Describes relevant theoretical results above Extreme value theory (EVT) and Excess over Threshold Method (EOT) and provides an example of the application to Danish data on large fire insurance losses by Alexander McNeil's (1996) study. (en)
  • Při modelovaní extrémních událostí se podle okolností využívají různé přístupy. Příspěvek prezentuje parametrické metody dobré shody pro modelování extrémních historických škod. Popisuje teoretická východiska Teorie extrémních hodnot (EVT) a Metody přebytků nad prahem (EOT) a poskytuje příklady jejich aplikace na údajích o pojistných škodách při pojištění proti požáru v Dánsku podle studie Alexandra McNeila (1996). (cs)
Title
  • Actuarial Modelling of Extreme Losses
  • Actuarial Modelling of Extreme Losses (en)
  • Aktuárské modelování extrémních škod (cs)
skos:prefLabel
  • Actuarial Modelling of Extreme Losses
  • Actuarial Modelling of Extreme Losses (en)
  • Aktuárské modelování extrémních škod (cs)
skos:notation
  • RIV/00216275:25410/06:00004828!RIV08-MSM-25410___
http://linked.open.../vavai/riv/strany
  • 369-374
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 464101
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/06:00004828
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • extreme losses; generalized Pareto distribution; extreme value theory; mean excess function; excess over threshold method; mean residual life plot (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • PL - Polská republika
http://linked.open...ontrolniKodProRIV
  • [8F61CC207E18]
http://linked.open...i/riv/nazevZdroje
  • Prace naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • X
http://linked.open...iv/tvurceVysledku
  • Linda, Bohdan
  • Pacáková, Viera
issn
  • 0324-8445
number of pages
http://localhost/t...ganizacniJednotka
  • 25410
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