Essays about: "Paretofördelning"

Found 1 essay containing the word Paretofördelning.

  1. 1. Tail Estimation for Large Insurance Claims, an Extreme Value Approach.

    University essay from Institutionen för datavetenskap, fysik och matematik, DFM

    Author : Mattias Nilsson; [2010]
    Keywords : Extremal theory; extreme value distribution; maximum domain of attracion; the Hill estimator; Pareto distribution; large insurance claims.; Extremvärdesteori; extremvärdesfördelning; maxima antagande; Hill; Paretofördelning; stora försäkringsskador.;

    Abstract : In this thesis are extreme value theory used to estimate the probability that large insuranceclaims are exceeding a certain threshold. The expected claim size, given that the claimhas exceeded a certain limit, are also estimated. Two different models are used for thispurpose. The first model is based on maximum domain of attraction conditions. READ MORE