Essays about: "Gumbel distribution"

Found 5 essays containing the words Gumbel distribution.

  1. 1. Regional Regression Models of Mean Annual Streamflow and Design Flow in a Tropical Region of Colombia.

    University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Author : Anisa Zigaf Elfellah; Amanda Eriksson; [2018]
    Keywords : mean annual streamflow; extreme flow; design flow; regional regression model; ungauged watershed; hydrological homogeneous region; Gumbel distribution; Technology and Engineering;

    Abstract : A responsible and sustainable water resources management is important. It is also crucial to take the presence of watercourses into account during design of hydraulic structures such as small dams and bridges. Doing this requires knowledge of estimates of annual streamflow and extreme flows to be used for design purposes. READ MORE

  2. 2. An Extreme Value Approach To Pricing Credit Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Sofia Landin; [2018]
    Keywords : Credit Risk; Credit Default Swap; Credit Valuation Adjustment; Extreme Value Theory; Generalized Extreme Value Distribution; Gumbel Distribution; Generalized Pareto Distribution; Block Maxima; Peak-over-Threshold; Probable Maximum Loss; Mathematics and Statistics;

    Abstract : An Extreme Value Approach To Pricing Credit Risk will outline the possibility to investigate a company’s price of risk over different time periods given a pre-defined risk level. With help of credit default swap (CDS) prices and extreme value theory the credit risk can be estimated for different return levels. READ MORE

  3. 3. Trends in high peak flow generation across the Swedish Subarctic

    University essay from Stockholms universitet/Institutionen för naturgeografi

    Author : Bettina Matti; [2015]
    Keywords : flood generation; extreme events; climate change; Sweden; Subarctic; trend analysis; flood frequency analysis;

    Abstract : There is growing concern for increased frequency of extreme events due to several severe floods and droughts occurring globally in recent years. Improving knowledge on the complexity of hydrological systems and interactions with climate is essential to be able to determine drivers and predict changes in the future. READ MORE

  4. 4. Statistical studies of the Beta Gumbel distribution

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Fredrik Jonsson; [2014]
    Keywords : ;

    Abstract : .... READ MORE

  5. 5. A Copula Approach to Modeling Insurance Claims

    University essay from Lunds universitet/Matematisk statistik

    Author : Madeleine Hage; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : It is crucial for the insurance business to create risk profiles for their customers to be able set a fair price for their insurances. This thesis presents an alternative method for measuring the dependence between the numbers of claims made by a customer holding two insurances. READ MORE