TY - ADVS TI - Extreme value theory and copulas AU - Embrechts, Paul AU - Neslehova, Johanna A2 - Satchell, Stephen E. PY - 2007 DA - 2007/10/01 N1 - Archived at 2022/04/04 UR - https://hstalks.com/bm/14/ AB - Extremes in quantitative risk management, Limiting behavior of sums and maxima, Fisher/Tippett theorem, Extreme value distributions and domains of attraction, Block maxima method, Threshold exceedances, Picands/Balkema/de Haan theorem, Threshold selection, Quantile estimation, Point process approach, Banking and insurance regulation, Critical appraisal DB - The Business & Management Collection SN - 2059-7177 ID - 1205 PB - Henry Stewart Talks ER -