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Extreme Events for Insurers: Correlation, Models and Mitigation Study
... 61 6.1 Step-by-Step Block Maxima Example: U.S. Tornado Deaths ................................ ... ......... 61 6.2 Hidden Markov Model Example: U.S. Earthquake Frequency ..........................- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
concepts and models are introduced from a practitioner’s perspective without unnecessary theoretical details ... concepts and models are introduced from a practitioner’s perspective. This report is not intended to be all-encompassing ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2015