×
+ All Categories
Log in
English
Français
Español
Deutsch
The top documents tagged [extreme value theory]
Home >
extreme value theory
Value at risk models in finance
109 views
A MIXED MODEL FOR ESTIMATING THE PROBABILISTIC WORST CASE EXECUTION TIME Cristian MAXIM*, Adriana GOGONEL, Liliana CUCU-GROSJEAN INRIA Paris-Rocquencourt,
215 views
Uf01172007
633 views
Xue 2012 erm ppt
338 views
Perfect Basel Loss Event Types Extreme Lossesx1x
201 views
Actuarial Modelling of Extremal Events Using Transformed Generalized Extreme Value Distributions and Generalized Pareto Distributions
170 views
An Analysis of Value at Risk Methods for U.S. Energy Futures
36 views
Evaluating Risk In Current Markets
538 views
Riesgo en portafolios de inversion
1.594 views
Slides dauphine
325 views
IAHR2015 - Towards time and space evolving extreme wind fields, nieuwkoop, deltares, 30062015
27 views
Lezaud_SFdS2013
221 views
Next >