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Statistics of Extremes, with Applications in Environment, Insurance, and Finance · Study

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ChapterStatistics of Extremes, with Applications in Environment, Insurance, and Finance

Unknown author2003

Chapter2003

Statistics of Extremes, with Applications in Environment, Insurance, and Finance

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107 citations·0/0 files stored·Monographs on statistics and applied probability

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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2008Models for Dependent Extremes Using Stable Mixtures 2017Sparse representation of multivariate extremes with applications to anomaly detection 2009On the estimation and application of max-stable processes 2006Confidence regions for high quantiles of a heavy tailed distribution 2017Risk contagion under regular variation and asymptotic tail independence 2005The Modelling of Extreme Events 2013Value at risk forecasts by extreme value models in a conditional duration framework 2007Extreme co-movements and extreme impacts in high frequency data in finance

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Year2003

Typechapter

Published2003-07-28

VenueMonographs on statistics and applied probability

ISSN-L2154-3038

Languageen

Citations107

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1201/9780203483350.ch1

openalex_workW4243284201

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