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An EVT Approach to Modeling Joint Extremes in Climate and Mortality
Li, Han
(Primary Chief Investigator)
Tang, Qihe
(Associate Investigator)
Department of Actuarial Studies and Business Analytics
Project
:
Research
Overview
Project Details
Description
This project aims to contribute to insurance risk management by modeling extreme climate risk and extreme mortality risk in an integrated manner via extreme value theory (EVT).
Status
Active
Effective start/end date
9/07/19
→
8/07/24
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