Modelling of Insured Losses of Natural Catastrophes Using Block Maxima Model

Catastrophic events have a huge impact on society as a whole. Insurance, or reinsurance is one way of reducing the economic consequences of catastrophic events. By Sigma Swiss Re criteria the event can be noted as a catastrophe when the economic losses, insured claims or casualties associated with a...

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Bibliographic Details
Main Authors: Jindrová Pavla, Pacáková Viera, Laštovičková Ivana
Format: Article
Language:English
Published: EDP Sciences 2019-01-01
Series:ITM Web of Conferences
Online Access:https://www.itm-conferences.org/articles/itmconf/pdf/2019/01/itmconf_amcse18_02001.pdf