Quantifying Extreme Risks

DOI10.1007/978-3-319-04486-6_6MaRDI QIDQ5165619zbMATH OpenOpenAlexFDO

Authors Vicky Fasen, Claudia Klüppelberg, Annette Menzel

Publication date 30 June 2014

Published in Risk - A Multidisciplinary Introduction (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-04486-6_6

zbMATH Keywords

extreme value distributionfinancial riskpeaks over thresholdsclimate riskextreme risk analysis

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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Cited in

(10)

• Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria
• The dangers of extremes
• Probabilistic methods for the management of extreme risks
• A guide for the selection of a numerical methodology adapted to the analysis of extreme events
• Geostatistics and remote sensing for extremes forecasting and disaster risk multiscale analysis
• Intensity-based estimation of extreme loss event probability and value at risk
• scientific article; zbMATH DE number 91794 (Why is no real title available?)
• On measuring and profiling catastrophic risks
• On the measurement and treatment of extremes in time series
• The analysis of extreme events -- some forecasting approaches

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