Brodin, Erik; Rootzén, Holger - In: Insurance: Mathematics and Economics 44 (2009) 3, pp. 345-356
Wind storm and hurricane risks are attracting increased attention as a result of recent catastrophic events. The aim of this paper is to select, tailor, and develop extreme value methods for use in wind storm insurance. The methods are applied to the 1982-2005 losses for the largest Swedish...