Modelling extreme values by the residual coefficient of variation

SORT

Volumn 40, Issue 2, 2016, Pages 303-319

  Del Castillo, Joan ^a   Padilla, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Heavy tails; High quantile estimation; Statistics of extremes; Value at risk

Indexed keywords

PARETO PRINCIPLE; RISK PERCEPTION; VALUE ENGINEERING;

COEFFICIENT OF VARIATION; GENERALIZED PARETO DISTRIBUTIONS; HEAVY-TAILS; HIGH QUANTILE ESTIMATIONS; MULTIPLE THRESHOLD; STATISTICS OF EXTREMES; THRESHOLD SELECTION ALGORITHM; VALUE AT RISK;

FIRE INSURANCE;

EID: 85006932828     PISSN: 16962281     EISSN: 20138830     Source Type: Journal    
DOI: None     Document Type: Article

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