文章基本信息

标题：Modeling the Tail Distribution and Ratemaking: An Application of Extreme Value Theory
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作者：Hao, Jianqiang ; Bathke, Arne ; Skees, Jerry R. 等
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2005
期号：SUPPL
出版社：Food Distribution Research Society
摘要：Economic 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.