Pages that link to "Item:Q5718354"
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The following pages link to Extreme Value Theory as a Risk Management Tool (Q5718354):
Displayed 24 items.
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
- Measures of risk (Q704052) (← links)
- Multivariate flexible Pareto model: dependency structure, properties and characterizations (Q840785) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- Generalized Pareto distribution fit to medical insurance claims data (Q2369367) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- On monitoring financial stress index with extreme value theory (Q2873014) (← links)
- Properties and management applications of a modified stochastic discounting model (Q3008585) (← links)
- Stochastic discounting for cost effective replacements of systems under competing catastrophic risks (Q3020597) (← links)
- Discounted minimum of a random number of random variables in replacement of computer systems (Q3060870) (← links)
- Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management (Q3078179) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606) (← links)
- Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum (Q3540821) (← links)
- Discounted maximum of a random number of random cash flows in optimal decision making (Q3604305) (← links)
- ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database (Q5715917) (← links)