JSTOR Daily

Stochastic Analysis of Typhoon-Induced Storm Surge in the Coastal Area of the Korean Peninsula: Inference from a Nonstationary, Bayesian, Poisson, Generalized Pareto Distribution

Climate-related disasters in East Asia have been recently increasing due to enhanced climate variability and climate change. Moreover, the frequency and intensity of typhoons and associated disasters ...
JSTOR Daily

Applying Generalized Pareto Curves to Inequality Analysis

AEA Papers and Proceedings, Vol. 108, PAPERS AND PROCEEDINGS OF THE One Hundred Thirtieth Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION (MAY 2018), pp. 114-118 (5 pages) Atkinson, Anthony Barnes ...
Risk

Fitting the generalized Pareto distribution to commercial fire loss severity: evidence from Taiwan

This paper focuses on modeling and estimating tail parameters of loss distributions from Taiwanese commercial fire loss severity. Using extreme value theory, we employ the generalized Pareto ...
Risk

Alternative approaches to generalized Pareto distribution shape parameter estimation through expert opinions

We introduce several possibilities for the estimation of the shape parameter of the generalized Pareto distribution through expert opinions, in an ideal context where expert opinions come from self ...