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

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Q4365234
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+Implicit renewal theory and tails of solutions of random equations
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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
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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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