Patterns in the Turkish reinsurance claim data, 1998-2002: An application of the extreme value theory

2006-10-01
The devastating 1999 Marmara and Duzce earthquakes led to a significant increase in the earthquake studies in Turkey in geological, engineering and financial aspects. Extreme Value Theory (EVT) has a range of applications from stock market changes to natural disasters like floods and hurricanes. Here EVT is fitted to the ordinary and earthquake reinsurance claims of Turkey.
NATURAL HAZARDS

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Citation Formats
B. B. Başbuğ Erkan, “Patterns in the Turkish reinsurance claim data, 1998-2002: An application of the extreme value theory,” NATURAL HAZARDS, pp. 329–342, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/69484.