Extreme-value theory and applications: Proceedings of the Conference on Extreme-Value Theory and Applications, Volume II - Gaithersburg, Md - May-1993
نویسندگان
چکیده
منابع مشابه
high volatility, thick tails and extreme value theory in value at risk estimation: the case of liability insurance in iran insurance company
در این بررسی ابتدا به بررسی ماهیت توزیع خسارات پرداخته میشود و از روش نظریه مقادیر نهایی برای بدست آوردن برآورد ارزش در معرض خطر برای خسارات روزانه بیمه مسئولیت شرکت بیمه ایران استفاده میشود. سپس کارایی نظریه مقدار نهایی در برآورد ارزش در معرض خطر با کارایی سایر روشهای واریانس ، کواریانس و روش شبیه سازی تاریخی مورد مقایسه قرار میگیرد. نتایج این بررسی نشان میدهند که توزیع ،garch شناخته شده مدل...
15 صفحه اولApplications of Extreme Value Theory in Public Health
OBJECTIVES We present how Extreme Value Theory (EVT) can be used in public health to predict future extreme events. METHODS We applied EVT to weekly rates of Pneumonia and Influenza (P&I) deaths over 1979-2011. We further explored the daily number of emergency department visits in a network of 37 hospitals over 2004-2014. Maxima of grouped consecutive observations were fitted to a generalized...
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ژورنال
عنوان ژورنال: Journal of Research of the National Institute of Standards and Technology
سال: 1994
ISSN: 1044-677X
DOI: 10.6028/jres.099.001