विधियों की तुलना करें

	विनाश सिद्धांत	चरम मान सिद्धांत (EVT)
क्षेत्र	बीमांकिक विज्ञान	वित्त
परिवार	Regression model	Regression model
उद्भव वर्ष	2010	2001
प्रवर्तक	Filip Lundberg; Harald Cramér	Coles (textbook treatment); McNeil, Frey & Embrechts
प्रकार	Stochastic risk process model	Tail / extreme-event model
मौलिक स्रोत	Asmussen, S., & Albrecher, H. (2010). Ruin Probabilities (2nd ed.). World Scientific. ISBN: 978-981-4282-52-9	Coles, S. (2001). An Introduction to Statistical Modeling of Extreme Values. Springer. ISBN: 978-1852334598
उपनाम	Collective Risk Theory, Cramér-Lundberg Theory, Probability of Ruin Analysis, Hasar Süreci Çöküş Teorisi	EVT, generalized extreme value, generalized Pareto distribution, peaks over threshold
संबंधित	3	5
सारांश	Ruin Theory models the stochastic surplus process of an insurance company to quantify the probability that accumulated losses eventually exceed available capital. Introduced by Filip Lundberg in his 1903 doctoral thesis and rigorously unified by Harald Cramér in 1930, the classical Cramér-Lundberg model assumes premiums arrive at a constant rate, claims follow a compound Poisson process, and individual claim sizes are independent and identically distributed. It remains the foundational framework of collective risk theory in actuarial science.	Extreme Value Theory is a statistical framework for modelling the rare events that live in the tail of a probability distribution. As developed in Coles (2001) and applied to risk by McNeil, Frey & Embrechts (2005), it offers two standard routes: the Generalized Extreme Value (GEV) distribution for block maxima and the Generalized Pareto Distribution (GPD), used in the peaks-over-threshold approach, for exceedances above a high threshold.