Modeling the Tail Distribution and Ratemaking: An Application of Extreme Value Theory

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dc.creatorHao, Jianqiang
dc.creatorBathke, Arne
dc.creatorSkees, Jerry R.
dc.date2017-04-01T14:01:24Z
dc.date.accessioned2026-07-09T03:26:56Z
dc.descriptionEconomic analysis of weather risk often depends on accurate assessment of the probability (P) of tail quantiles (Q). Extreme value theory can provide a promising estimation of the tail part risk and this paper intends to apply the extreme value model to estimate the tail risk on India excess rainfall.
dc.identifierdoi:10.22004/ag.econ.19190
dc.identifierhttps://ageconsearch.umn.edu/record/19190/files/sp05ha11.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/19190
dc.identifier.urihttp://hdl.handle.net/123456789/532720
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/19190
dc.titleModeling the Tail Distribution and Ratemaking: An Application of Extreme Value Theory
dc.typeText

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