Essays about: "maximum domain of attracion"
Found 1 essay containing the words maximum domain of attracion.
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1. Tail Estimation for Large Insurance Claims, an Extreme Value Approach.
University essay from Institutionen för datavetenskap, fysik och matematik, DFMAbstract : 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
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