Modelování katastrofických škod

Show simple item record Pacáková, Viera Kubec, Lukáš 2013-07-10T08:57:15Z 2013-07-10T08:57:15Z 2012
dc.identifier Univerzitní knihovna (studovna)
dc.identifier.issn 1211-555X (Print)
dc.identifier.issn 1804-8048 (Online)
dc.description.abstract Catastrophe modelling is a risk management tool that uses computer technology to help insurers, reinsurers and risk managers better assess the potential losses caused by natural and man-made catastrophes. The models use historical disaster information to simulate the characteristics of potential catastrophes and to determine the potential losses cost. The aim of this paper is to describe parametric curve-fitting methods for modelling extreme historical losses. Article summarizes relevant theoretical results above Extreme value theory (EVT) and Excess over Threshold Method (EOT) and provide example of their application to Danish data on large fire insurance losses. Application of these methods is not possible without appropriate software packages. Article refers to these options too. eng
dc.format p. 125-134 eng
dc.language.iso cze
dc.publisher Univerzita Pardubice
dc.relation.ispartof Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 25 (3/2012) eng
dc.rights open access eng
dc.subject extreme value theory eng
dc.subject generalized pareto distribution eng
dc.subject excess over threshold method eng
dc.title Modelování katastrofických škod cze
dc.title.alternative Modelling of catastrophic losses eng
dc.type Article
dc.identifier.signature 47940-25
dc.peerreviewed yes eng
dc.publicationstatus published eng

This item appears in the following Collection(s)

Show simple item record

Search DSpace

Advanced Search


My Account