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- W12931115 abstract "We use the peaks over thresholds or POT method to derive a natural model for the point process of large losses exceeding a high threshold. This model is used to obtain a joint description of the frequency and the severity with which large losses occur. The issue of trend in both frequency and severity is considered. We show how the model may be tted to insurance data on natural catastrophe losses and how it may serve as a basis to examine the future burden of large losses under various scenarios." @default.
- W12931115 created "2016-06-24" @default.
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- W12931115 date "1998-01-01" @default.
- W12931115 modified "2023-09-27" @default.
- W12931115 title "Developing Scenarios for Future Extreme Losses Using the POT Model" @default.
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