A Discussion on Mean Excess Plots

Details A Discussion on Mean Excess Plots A Discussion on Mean Excess Plots

2009-07-30

arxiv.org/abs/0907.5236v2

Mathematics

Probability

26 pages, 9 figures

Scientific paper

A widely used tool in the study of risk, insurance and extreme values is the
mean excess plot. One use is for validating a generalized Pareto model for the
excess distribution. This paper investigates some theoretical and practical
aspects of the use of the mean excess plot.

Affiliated with

Also associated with

No associations

Rating

A Discussion on Mean Excess Plots does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Discussion on Mean Excess Plots, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Discussion on Mean Excess Plots will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-468596