Univariate and Bivariate GPD Methods for Predicting Extreme Wind Storm Losses
Journal article, 2009
Extreme value statistics
Likelihood prediction intervals
Trend analysis
Peaks over threshold
Wind storm losses
Generalized Pareto distribution
Author
Holger Rootzen
Chalmers, Mathematical Sciences, Mathematical Statistics
University of Gothenburg
Erik Brodin
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
Insurance: Mathematics and Economics
0167-6687 (ISSN)
Vol. 44 2 345-356Subject Categories
Computational Mathematics
Other Mathematics
DOI
10.1016/j.insmatheco.2008.11.002