Modelling of extreme losses in natural disasters

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F16%3A39901175" target="_blank" >RIV/00216275:25410/16:39901175 - isvavai.cz</a>

Result on the web

<a href="http://www.naun.org/main/NAUN/ijmmas/2016/a422001-463.pdf" target="_blank" >http://www.naun.org/main/NAUN/ijmmas/2016/a422001-463.pdf</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Modelling of extreme losses in natural disasters

Original language description

The aim of this paper is to describe parametric curvefitting methods for modelling extreme historical losses of natural catastrophes in the world. Article summarizes relevant theoretical results Extreme value theory (EVT) and Excess over Threshold Method (EOT) and results of their application to the data about amounts of damages in world catastrophe events in time period 2010- 2014, published by Swiss Re studies Sigma. We aim to develop the models for extreme catastrophic losses by selecting a particular probability distributions through statistical analysis of empirical data with the best possible estimate of the upper tail area.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2016

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of Mathematical Models and Methods in Applied Sciences

ISSN

1998-0140

e-ISSN

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Volume of the periodical

10

Issue of the periodical within the volume

2016

Country of publishing house

US - UNITED STATES

Number of pages

8

Pages from-to

171-178

UT code for WoS article

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EID of the result in the Scopus database

2-s2.0-84963994565