High risk scenarios and extremes. A geometric approach
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Publication:996105
DOI10.4171/035zbMATH Open1121.91055OpenAlexW1749634062MaRDI QIDQ996105FDOQ996105
Authors: Guus Balkema, Paul Embrechts 
Publication date: 11 September 2007
Published in: Zurich Lectures in Advanced Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4171/035
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- Tail asymptotics of light-tailed Weibull-like sums
- Group action and shift-compactness
- Asymptotic dependence for light-tailed homothetic densities
- Meta densities and the shape of their sample clouds
- A Conversation With Paul Embrechts
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
- The Steinhaus theorem and regular variation: de Bruijn and after
- On \((p_{1},\dots,p_{k})\)-spherical distributions
- Conditional limits of \(W_{p}\) scale mixture distributions
- Linking representations for multivariate extremes via a limit set
- Tail densities of skew-elliptical distributions
- Operator tail dependence of copulas
- Multivariate extreme value theory and D-norms
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
- High-dimensional star-shaped distributions
- Toward a copula theory for multivariate regular variation
- Triangular array limits for continuous time random walks
- Multivariate extremes of generalized skew-normal distributions
- Convergence of persistence diagrams for topological crackle
- Topological crackle of heavy-tailed moving average processes
- Tauberian theorems for matrix regular variation
- Topological regular variation. I: Slow variation
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions
- EVT-based estimation of risk capital and convergence of high quantiles
- Higher order tail densities of copulas and hidden regular variation
- Samples with a limit shape, multivariate extremes, and risk
- New power limits for extremes
- Asymptotic independence for unimodal densities
- Ergodic theory, abelian groups and point processes induced by stable random fields
- Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
- On conditional extreme values of random vectors with polar representation
- Scaling of high-quantile estimators
- The index theorem of topological regular variation and its applications
- Extremal dependence of random scale constructions
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS
- On the regular variation of ratios of jointly Fréchet random variables
- Estimation of conditional laws given an extreme component
- Exact extreme value, product, and ratio distributions under non-standard assumptions
- Estimation of bivariate excess probabilities for elliptical models
- Invariant dependence structure under univariate truncation
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Power limits for central order statistics. I. Continuous limit laws
- Similarity-based clustering for patterns of extreme values
- Functional strong law of large numbers for Betti numbers in the tail
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