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 ...
Risk

Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution

Several papers have recommended the Champernowne distribution to describe operational risk losses. This paper compares the tail performance of the Champernowne transformed kernel density estimator, ...
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 ...
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 ...