✦ LIBER ✦

Extreme Value Theory as a Risk Management Tool

✍ Scribed by Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady

Book ID: 121369414
Publisher: Informa UK (Taylor & Francis)
Year: 1999
Tongue: English
Weight: 224 KB
Volume: 3
Category: Article
ISSN: 1092-0277
DOI: 10.1080/10920277.1999.10595797

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

EXTREME VALUE AT RISK: A SCENARIO FOR RI

EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT

✍ ALAIN KABUNDI; JOHN MWAMBA MUTEBA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 353 KB

Managing extreme risks in tranquil and v

Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

✍ Hans N.E. Byström 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 230 KB

Risk guidelines as a risk management too

Risk guidelines as a risk management tool

✍ Dennis C. Hendershot 📂 Article 📅 1996 🏛 American Institute of Chemical Engineers 🌐 English ⚖ 600 KB

## Abstract Quantitative risk analysis (QRA) is a valuable tool for understanding and managing risk in the chemical process industry. QRA is most useful when used to evaluate the impact of design alternatives on facility risk (comparing the risk of one design option to one or more alternatives). QR

Biogeographic theory as a management too

Biogeographic theory as a management tool

📂 Article 📅 1979 🏛 Elsevier Science ⚖ 89 KB

Health risk appraisals as a risk managem

Health risk appraisals as a risk management tool

✍ Lux, Kathleen M. 📂 Article 📅 2009 🏛 Wiley (John Wiley & Sons) ⚖ 342 KB

A comparison of extreme value theory app

A comparison of extreme value theory approaches for determining value at risk

✍ C. Brooks; A.D. Clare; J.W. Dalle Molle; G. Persand 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 146 KB