Question: (*) Show that when the tail distribution is a Generalised Pareto distribution (see Chapter 16) with null threshold: F x x ( ) =

(*) Show that when the tail distribution is a Generalised Pareto distribution (see Chapter 16) with null threshold: F x x ( ) = − + 

a. the tail factor and the projected/ultimate ratio are as follows:

(b) the formulae for the exponential and Type II Pareto can be obtained from the formulae above by setting ξ → 0 (exponential) and ξ α = /1 , σ = θ α/ (Type II Pareto).

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