Journal ArticleDOI
Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
Reads0
Chats0
About:
This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
Citations
More filters
Journal ArticleDOI
Estimation of the Lipschitz constant of a function
Graham R. Wood,B. P. Zhang +1 more
TL;DR: It is shown that the largest slope in a fixed size sample of slopes has an approximate Reverse Weibull distribution fitted to the largest slopes and the location parameter used as an estimator of the Lipschitz constant.
The Peaks over Thresholds Method for Estimating High Quantiles of Loss Distributions
TL;DR: In this paper, the peaks over thresholds or POT method is used to model the tails of loss severity distributions and the use of this technique for estimating high quantiles and the possible relevance of this to excess of loss insurance in high layers.
Extremes and integrated risk management
TL;DR: Extremes and Integrated Risk Management as mentioned in this paper : Extreme Value Theory for Risk Managers is a theory for risk management that is based on the Bell Curve and the concept of extreme value.
Journal ArticleDOI
Role of soil moisture versus recent climate change for the 2010 heat wave in western Russia
TL;DR: In this paper, the authors quantify the relative role of climate change and soil moisture-temperature feedbacks for the buildup of the exceptionally high temperatures and conclude that internal climate variability causing the dry 2010 soil moisture conditions formed a necessary basis for the extreme heat wave.
Journal ArticleDOI
Testing for differences in the tails of stock-market returns
Eric Jondeau,Michael Rockinger +1 more
TL;DR: In this article, the authors used a database consisting of daily stock-market returns for 20 countries to test for similarities between the left and right tails of returns, as well as across countries.