Results 81 to 90 of about 50,402 (312)
Frequency Analysis of Annual Maximum Flood for Segamat River
MATEC Web of Conferences, 2017 Several major floods had occurred in the last few decades in Segamat, causing extensive damage to properties and harm local community. For the purpose of flood risk management, this study estimated the average recurrence interval (ARI) and peak flows ...
Romali Noor Suraya, Yusop Zulkifli
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Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
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An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
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Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, EarlyView.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
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On Alpha Power Transformation Generalized Pareto Distribution and Some Properties
Journal of Applied MathematicsRecently, the need to develop statistical distributions has become the most important spot. In this context, we employ the α-power transformation (APT) method to convert the generalized Pareto distribution (GPD) into a new distribution.
Salma Omar Bleed +3 more
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Statistical characteristics of earthquake magnitude based on the composite model
AIMS MathematicsThreshold selection is challenging when analyzing tail data with a generalized Pareto distribution. Data below the threshold was not used in the model, resulting in incomplete characterization of the whole data. This paper applied the Gamma distribution,
Yanfang Zhang , Fuchang Wang, Yibin Zhao
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The Exponentiated Generalized Extended Pareto Distribution [PDF]
Journal of Data Science, 2021 Thiago A. N. De Andrade, Luz M. Zea
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Challenges and Enablers in Embedding SDGs Within Sustainability Reports
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how Sustainable Development Goals (SDGs) are integrated into sustainability reporting (SR), emphasizing the role of reporting in advancing transparency and sustainable development. Using a systematic literature review of 139 academic articles, the research identifies four thematic clusters: Communication, Determinant ...
Francesco Pacchera +4 more
wiley +1 more source
Estimation of Value at Risk : Extreme Value and Robust Approaches
Operations Research and Decisions, 2010 The large portfolios of traded assets held by many financial institutions have made the measurement of market risk a necessity. In practice, VaR measures are computed for several holding periods and confidence levels.
Grażyna Trzpiot, Justyna Majewska
doaj
Reliability Inference for the Multicomponent System Based on Progressively Type II Censored Samples from Generalized Pareto Distributions [PDF]
, 2020 Lauren Sauer +2 more
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