{"title":"自然灾害损失的概率模型","authors":"P. Jindrová, V. Pacáková","doi":"10.37394/232020.2022.2.1","DOIUrl":null,"url":null,"abstract":"In this article we describe parametric curve-fitting methods for modeling historical natural catastrophe losses. We summarize relevant theoretical results above Excess over Threshold Method (EOT) and provide its application to the data about total catastrophe losses in the world in period 1970-2014, published in No2/2015 Swiss Re study Sigma","PeriodicalId":93382,"journal":{"name":"The international journal of evidence & proof","volume":"22 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Probability Models of Natural Catastrophe Losses\",\"authors\":\"P. Jindrová, V. Pacáková\",\"doi\":\"10.37394/232020.2022.2.1\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article we describe parametric curve-fitting methods for modeling historical natural catastrophe losses. We summarize relevant theoretical results above Excess over Threshold Method (EOT) and provide its application to the data about total catastrophe losses in the world in period 1970-2014, published in No2/2015 Swiss Re study Sigma\",\"PeriodicalId\":93382,\"journal\":{\"name\":\"The international journal of evidence & proof\",\"volume\":\"22 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-03-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The international journal of evidence & proof\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.37394/232020.2022.2.1\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The international journal of evidence & proof","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37394/232020.2022.2.1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
在本文中,我们描述了模拟历史自然灾害损失的参数曲线拟合方法。总结了超阈值法(EOT)的相关理论成果,并将其应用于Swiss Re study Sigma 2015年2月发表的1970-2014年全球总巨灾损失数据
In this article we describe parametric curve-fitting methods for modeling historical natural catastrophe losses. We summarize relevant theoretical results above Excess over Threshold Method (EOT) and provide its application to the data about total catastrophe losses in the world in period 1970-2014, published in No2/2015 Swiss Re study Sigma