13 citations · 16 across the 3 of their papers we have counts for
4 papers
Alternative modelling and inference methods for claim size distributions
Mathias Raschke
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distrib…
Consideration of prior information in the inference for the upper bound earthquake magnitude
Mathias Raschke
The upper bound earthquake magnitude (maximum possible magnitude) of a truncated Gutenberg-Richter relation is the right truncation point (right end-point) of a truncated exponenti…
A novel model and estimation method for the individual random component of earthquake ground-motion relations
Mathias Raschke
In this paper, I introduce a novel approach to modelling the individual random component (also called the intra-event uncertainty) of a ground-motion relation (GMR), as well as a n…
Comment on Pisarenko et al. "Characterization of the Tail of the Distribution of Earthquake Magnitudes by Combining the GEV and GPD Descriptions of Extreme Value Theory"
Mathias Raschke
In this short note, I comment on the research of Pisarenko et al. (2014) regarding the extreme value theory and statistics in case of earthquake magnitudes. The link between the ge…