Essays about: "maximum domain of attracion"

Found 1 essay containing the words maximum domain of attracion.

  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