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Extreme Value Theory as a Risk Management Tool - MaRDI portal

Extreme Value Theory as a Risk Management Tool (Q5718354)

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scientific article; zbMATH DE number 2247065
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Extreme Value Theory as a Risk Management Tool
scientific article; zbMATH DE number 2247065

    Statements

    title
    Extreme Value Theory as a Risk Management Tool (English)
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    author
    Paul Embrechts
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    Gennady Samorodnitsky
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    Sidney I. Resnick
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    publication date
    13 January 2006
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    Mathematics Subject Classification ID
    91B30
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    62G32
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    62P05
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    zbMATH DE Number
    2247065
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    OpenAlex ID
    W2132149004
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