Econometrics of extreme values in estimating the pml indicator in natural catastrophe (natcat) reinsurance

Abdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, Abdullayev Alisher Sa'dulla o'g'li

Меҳнат иқтисодиёти ва инсон капитали · 2026-yil

Annotatsiya

This research investigates the econometric modeling of the Possible Maximum Loss (PML) indicator to ensure the financial stability of the Uzbekistan insurance market under global climate change. Considering the specific agricultural and seismic risks of Uzbekistan, an integrated approach of Extreme Value Theory (EVT) and Quantile Regression is proposed. Analysis of NAPP and SNS Ratings data revealed that traditional methods underestimate risk by up to 24%. The paper provides scientifically grounded proposals for adapting the national insurance system to Solvency II international standards and optimizing reinsurance capital allocation.

Maqola ma’lumotlari
MualliflarAbdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, Abdullayev Alisher Sa'dulla o'g'li
JurnalМеҳнат иқтисодиёти ва инсон капитали
NashriyotТДИУ
ISSN3030-3117
Nashr sanasi2026-03-31
Jild5
Son1
Betlar166-174
TilIngliz
Ilmiy sohaIqtisodiyot
Indeksga qo‘shilgan2026-10-18

Maqolaning asl sahifasi

Kalit so‘zlar

PML, NatCat, Solvency II, Extreme Value Theory, GPD distribution, Uzbekistan insurance market, Agricultural insurance, Quantile Regression., PML, NatCat, Solvency II, Ekstremal qiymatlar nazariyasi, GPD taqsimoti, O‘zbekiston sug‘urta bozori, Agro-sug‘urta, Kvantil regressiya., PML, NatCat, Solvency II, теория экстремальных значений, распределение GPD, страховой рынок Узбекистана, агрострахование, квантильная регрессия.

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APAAbdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, & Abdullayev Alisher Sa'dulla o'g'li (2026). ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE. Меҳнат иқтисодиёти ва инсон капитали, 5(1), 166-174. https://laboreconomics.uz/index.php/lehc/article/view/282
GOST (OAK)Abdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, Abdullayev Alisher Sa'dulla o'g'li ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE // Меҳнат иқтисодиёти ва инсон капитали. – 2026. – T. 5, № 1. – P. 166-174.
MLAAbdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, and Abdullayev Alisher Sa'dulla o'g'li. “ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE.” Меҳнат иқтисодиёти ва инсон капитали, 5(1), 166-174, 2026. https://laboreconomics.uz/index.php/lehc/article/view/282
ChicagoAbdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, and Abdullayev Alisher Sa'dulla o'g'li. “ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE.” Меҳнат иқтисодиёти ва инсон капитали, 5(1), 166-174 (2026). https://laboreconomics.uz/index.php/lehc/article/view/282
HarvardAbdullayev Alisher Sa'dulla ugli, Абдуллаев Алишер Саъдулла угли, and Abdullayev Alisher Sa'dulla o'g'li (2026) ‘ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE’, Меҳнат иқтисодиёти ва инсон капитали, 5(1), 166-174. https://laboreconomics.uz/index.php/lehc/article/view/282
BibTeX
@article{abdullayevalishersadullaugli2026,
  title = {ECONOMETRICS OF EXTREME VALUES IN ESTIMATING THE PML INDICATOR IN NATURAL CATASTROPHE (NATCAT) REINSURANCE},
  author = {Abdullayev Alisher Sa'dulla ugli and Абдуллаев Алишер Саъдулла угли and Abdullayev Alisher Sa'dulla o'g'li},
  journal = {Меҳнат иқтисодиёти ва инсон капитали},
  year = {2026},
  volume = {5},
  number = {1},
  pages = {166-174},
  url = {https://laboreconomics.uz/index.php/lehc/article/view/282}
}

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