Pages that link to "Item:Q5718354"

The following pages link to Extreme Value Theory as a Risk Management Tool (Q5718354):

Displaying 10 items.

• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• New extreme value theory for maxima of maxima (Q5880089) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Unimodal maps perturbed by heteroscedastic noise: an application to financial systems (Q6062722) (← links)
• A Conversation With Paul Embrechts (Q6064127) (← links)
• A simple Bayesian state-space approach to the collective risk models (Q6098035) (← links)
• A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
• Binary spatial random field reconstruction from non-Gaussian inhomogeneous time-series observations (Q6152325) (← links)
• Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)