Reinsurance of Extremal Claims by EOT Method Using R
Analýza katastrofických udalostí pomocou teórie extrémnych škôd. Využitie metódy EOT (Excess Over Threshold) v neproporcionálnom zaistení Excess of Loss. Praktická ukážka na hurikánoch v USA.
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| Format: | Book Chapter |
| Language: | Slovak |
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