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Extreme Statistics On The Application Of Catastrophe Insurance

Posted on:2009-05-19Degree:MasterType:Thesis
Country:ChinaCandidate:H T WeiFull Text:PDF
GTID:2189360242498219Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Extreme statistics is an important branch of the main events on extreme cases ofrandom statistical regularity. Catastrophe risk is literally understanding may cause enor-mous property losses and the risk of serious casualties. Cope with catastrophe on theinternational common practice is to establish a government supported by the catastropheinsurance system. However, insurance does not cover all risks, insurable risk insurancehas become the first factor. As a security risk generally require a high degree of loss, theprobability of small, Loss of a set of probability distribution, the loss occurred with rela-tive independence, and other conditions. In this paper, fitting use of generalized Paretodistribution losses in China earthquake data to determine the earthquake losses in ex-cess of the distribution of forms; Extreme use of the dual tests of the independence ofregional magnitude earthquake in the independence test to determine the magnitude ofthe earthquake in a larger scope of the occurrence of relative independence. So as to thecatastrophic risk of insurability laid a solid mathematical foundation, For the definitionand classification of China's catastrophic risk reference.
Keywords/Search Tags:Extreme, Pareto distribution, maximum likelihood estimation, earth-quakes, catastrophic
PDF Full Text Request
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