scientific article; zbMATH DE number 91794

MaRDI QIDQ4017590zbMATH OpenFDO

Authors Stéphane F. Romei, Duan Li, Yacov Y. Haimes

Publication date 16 January 1993

zbMATH Keywords

extreme events

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35)

Recommendations

• Conditional tail expectations for multivariate phase-type distributions
• Quantifying Extreme Risks
• Conditional Tail Moments of the Exponential Family and Its Related Distributions
• Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
• On the Haezendonck-Goovaerts risk measure for extreme risks

Cited in

(5)

• Partitioned multiobjective risk modeling of carcinogenic compounds in groundwater
• Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
• Existence and uniqueness of risk-sensitive estimates
• Hidden equations of risk critical thresholds
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions

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