There are mainly two types of commonly used model: BMM model and GPD model.
本文讨论了第二种模型,分析了广义帕累托分布的性质并阐述了模型的应用。
Chapter IV focuses on the application of GPD model in catastrophe insurance.
第四章重点介绍GPD模型在巨灾保险中的应用。
In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.
在广义帕累托分布模型中,门限值过小,极限定理不成立,得到的估计是有偏的;
Extreme Value Theory has a wide range of applications in many fields. There are mainly two types of commonly used model: BMM model and GPD model.
极值理论在许多领域有着广泛的应用,主要有两类常用的模型:BMM模型和GPD模型。
The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
后者既包括基于广义帕雷托分布(GPD)参数的极大似然估计,又包括矩法估计等。
The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
后者既包括基于广义帕雷托分布(GPD)参数的极大似然估计,又包括矩法估计等。
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