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    請使用永久網址來引用或連結此文件: http://ir.meiho.edu.tw/ir/handle/987654321/1150


    題名: Statistical Analysis of Threshold Value of Loss due to Floods and Typhoons Using Generalized Pareto Distribution: The Example of Paddy Rice
    作者: Li-Hua Lai;Pei-Hsuan Wu
    貢獻者: Department and Graduate Institute of Risk Management and Insurance National Kaohsiung First University of Science and Technology 2, Juoyue Rd., Nantsu, Kaohsiung City Taiwan, R.O.C.;Department of Public Finance Meiho Institute of Technology 23, Pingguang Rd., Neipu, Pingtung City Taiwan, R.O.C
    關鍵詞: Generalized Pareto Distribution;Extreme Value Theory;Maximum Likelihood Estimation
    日期: 2011
    上傳時間: 2011-09-23T06:00:30Z (UTC)
    摘要: This paper apply extreme value theory to determine the over-threshold peaks of the
    typhoons and = oods data, and then using extreme value theory, the block-mix and peakover-threshold approaches to extreme value modeling which the generalized Pareto distribution is a good approximation in estimation for the tails of crop loss severity distributions of
    typhoon and = ood in agriculture disasters, and the properties we found are useful in distinguishing and identifying with general and largest losses in the decision making of national
    capacities for risk D nancing of major agricultural disasters objectively. These results could
    help the agriculture risk managers to rethink and check the compensation management D tted. This method may be applied to other crops and other countries.
    關聯: Journal of Statistics and Management Systems. Vol. 14 (2011), No. 2, pp. 481–49
    顯示於類別:[美容系] 期刊論文

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