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文章基本信息

  • 标题:Modeling the Tail Distribution and Ratemaking: An Application of Extreme Value Theory
  • 本地全文:下载
  • 作者:Hao, Jianqiang ; Bathke, Arne ; Skees, Jerry R.
  • 期刊名称:Journal of Food Distribution Research
  • 印刷版ISSN:0047-245X
  • 出版年度:2005
  • 期号:SUPPL
  • 出版社:Food Distribution Research Society
  • 摘要:Economic analysis of weather risk often depends on accurate assessment of the probability (P) of tail quantiles (Q). Extreme value theory can provide a promising estimation of the tail part risk and this paper intends to apply the extreme value model to estimate the tail risk on India excess rainfall.
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