Regression on Modeling Mean Excess Function of Extreme Losses
碩士 === 逢甲大學 === 統計與精算所 === 94 === Building a good model for the extreme losses has become an important issue due to many catastophes happened in recent years. The insurance loss distribution has a long right tail. Mcneil (1997) and Resnick (1997) suggested using Generalized Pareto Distribution (GPD)...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79414593258418448029 |