Extreme Value Theory as a Risk Management Tool (Q5718354): Difference between revisions

@@ Property / author @@
-Sidney I. Resnick
@@ Property / author: Sidney I. Resnick / rank @@
-Normal rank
@@ Property / author @@
+Sidney I. Resnick
@@ Property / author: Sidney I. Resnick / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.1999.10595797
+Normal rank
@@ Property / OpenAlex ID @@
+W2132149004
@@ Property / OpenAlex ID: W2132149004 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
+Normal rank
@@ Property / cites work @@
+Q4365234
@@ Property / cites work: Q4365234 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247101
@@ Property / cites work: Q4247101 / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Computing the extremal index of special Markov chains and queues
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+Random difference equations and renewal theory for products of random matrices
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+Smoothing the Hill Estimator
@@ Property / cites work: Smoothing the Hill Estimator / rank @@
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+Extreme value statistics and wind storm losses: A case study
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+Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk
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@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5718354