Pages that link to "Item:Q320279"
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The following pages link to Bayesian approaches for analyzing earthquake catastrophic risk (Q320279):
Displaying 6 items.
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate (Q2398875) (← links)
- Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test (Q5140094) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
