Pages that link to "Item:Q5718354"
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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)