Open Access
ITM Web Conf.
Volume 24, 2019
AMCSE 2018 - International Conference on Applied Mathematics, Computational Science and Systems Engineering
Article Number 02001
Number of page(s) 6
Section Computers
Published online 01 February 2019
  1. Sigma No 2/2015: Natural catastrophes and man-made disasters in 2014, Swiss Re [online]. Available on: [Google Scholar]
  2. Sigma No 1/2016: Natural catastrophes and man-made disasters in 2015. Swiss Re [online]. Available on: [Google Scholar]
  3. Sigma 2/2017: Natural catastrophes and man-made disasters in 2016: a year of widespread damages. Swiss Re [online]. Available on: [Google Scholar]
  4. Sigma No 1/2018: Natural catastrophes and man-made disasters in 2017: a year of record-breaking losses. Swiss Re [online]. Available on: [Google Scholar]
  5. V. Pacáková, J. Gogola, Pareto Distribution in Insurance and Reinsurance. Conference proceedings from 9th international scientific conference Financial Management of Firms and Financial Institutions, VŠB Ostrava (2013) [Google Scholar]
  6. P. Jindrová, Ľ. Sipková, Statistical Tools for Modeling Claim Severity. Conference proceeding from 11th International Scientific Conference on European Financial Systems 2014. Location: Lednice, Masaryk University Brno, Czech Republic (2014) [Google Scholar]
  7. W.G. Gilchrist, Statistical modelling with quantile functions. London: Chapman & Hall (2000) [Google Scholar]
  8. H. A. David, H. N. Nagaraja, Order Statistics, 3rd ed. USA: John Wiley & Sons (2003) [CrossRef] [Google Scholar]
  9. A. J. McNeil, Estimating the Tails of Loss Severity Distributions using Extreme Value Theory. ETH Zentrum, Zürich (1996) [online]. Available on: [Google Scholar]
  10. A. McNeil, Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory. ASTIN Bulletin, 27(1) (1997) [Google Scholar]
  11. P. Embrechs, C. Kluppelberg, T. Mikosch, Modelling Extremal Events for Insurance and Finance. Springer, Berlin (1997) [Google Scholar]
  12. A. Brdar Turk, A Quantitative Operational Risk Management Model, Transactions on Business and Economics, Issue 5, Volume 6 (2009) [Google Scholar]
  13. P. Jindrová, V. Pacáková, Probability Models of Natural Catastrophe Losses. In Proceedings of the 4th International Conference on Mathematical, Computational and Statistical Sciences (MCSS’16), Barcelona (2016) [Google Scholar]
  14. P. Jindrová, M. Papoušková, Modelling insured catastrophe losses. Proceedings of the 10th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane (2016) [Google Scholar]
  15. P. Jindrová, R. Jakubínský, Significance and possibilities of major accident insurance. E & M EKONOMIE A MANAGEMENT, 18, Issue 4 (2015) [Google Scholar]
  16. V. Pacáková, L. Kubec, Modelling of catastrophic losses. Scientific Papers of the University of Pardubice, Series D, Vol. XIX, No. 25 (2012) [Google Scholar]
  17. V. Pacáková, P. Jindrová, T. Musil, Quantification of risks of natural catastrophes. 8th International Scientific Conference on Managing and Modelling of Financial Risks, Ostrava (2016) [Google Scholar]
  18. A. Davison, R. Smith, Models for exceedances over high thresholds, Journal of the Royal Statistical Society, Series B, No. 52 (1990) [Google Scholar]
  19. V. Skřivánková, A. Tartaľová, Catastrophic Risk Management in Non-life Insurance. In E&M Economics and Management, No 2 (2008) [Google Scholar]
  20. H. Zhongxian, Actuarial modelling of extremal events using transformed generalized extreme value distributions and generalized Pareto distributions, Doctoral thesis, The Ohio State University (2003) [online]. Available on: [Google Scholar]
  21. V. Pacáková, D. Brebera, Loss Distributions and Simulations in General Insurance and Reinsurance. International Journal of Mathematics and Computers in Simulation. NAUN, Volume 9, (2015) [Google Scholar]
  22. R. Fisher, L. Tippett, Limiting forms of the frequency distribution of the largest or smallest member of a sample, Proceedings of the Cambridge Philosophical Society 24 (1928) [Google Scholar]
  23. A. Balkema, L. de Haan, Residual life time at great age, Annals of Probability, 2 (1974) [Google Scholar]
  24. J. Pickands, Statistical inference using extreme order statistics, The Annals of Statistics, 3 (1975) [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.