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381“... in Extreme Value Theory, to analyze T Life Insurance Company’s possible losses and to observe the tail...”
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382“... the quantile as a result of fat tails. We estimate Value at Risk in stock market by using extreme value theory...”
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383“... employs general extreme value theory to deal with the heavy-tailed phenomenon, and also considers...”
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384“.... The authors here combine Bayesian methods with extreme value theory to tackle this problem - and manage...”
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385by Shah, Tauqeer Hussain“... shall shortly recall the main results and assumptions of extreme value theory. With the assumption i.e...”
Published 2011
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386by Boyer, Sébastien“... law for the selectivity distribution of the top antibodies, consistent with extreme value theory....”
Published 2015
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387by Mefleh, Aline“... in extreme value theory. The method is based on BM ranks whose distribution is presented and simulated...”
Published 2018
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388by Silva, Davi Fantino da“... Weighted Moving Average (VWHS), o Extreme Value Theory with Generalized Pareto distribution (EVT-GPD), o...”
Published 2018
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389“...) application of advanced extreme value theory in statistical analysis of block maximum data. Original...”
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390“...Extreme value theory in deterministic systems is concerned with unlikely large (or small) values...”
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391“..., we use distributions from extreme value theory to model the severity of drawdowns and drawups. We...”
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392
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393by 陳昱如“... two different VaR methods to make the comparison: Variance-covariance method and Extreme value theory...”
Published 2009
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394“.... In this paper we propose, by means of extreme value theory, alternative estimators for 𝐿-functionals...”
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395by Carlo De Michele“... of classical extreme value theory do not apply to this variable. This issue has raised concerns about...”
Published 2019-11-01
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396by Ferguson, Andrew J.“... for an expanding map of a compact metric space. In this chapter results laws concerning escape rates, extreme value...”
Published 2011
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397by Viola, Márcio Luis Lanfredi, 1978-“..., the marginal distributions correspond to the maximum value of random variables. Thus, the extreme value theory...”
Published 2006
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398“... that, in combination with extreme-value theory (e.g. generalized extreme-value theory), the method may be used...”
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399by Forsyth, Michael“... methodologies (parametric, historical simulation, Monte Carlo simulation, and Extreme Value Theory) to calculate...”
Published 2008
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400by Hu, Yang“...Extreme value theory has been used to develop models for describing the distribution of rare events...”
Published 2013
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