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Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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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
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On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
A. A. Balkema,L. De Haan +1 more
TL;DR: In this paper, it was shown that each distribution function in the domain of attraction of the double exponential distribution is tail equivalent to some distribution function satisfying von Mises' condition, which is a necessary and sufficient condition.
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Extreme Value distribution for singular measures
TL;DR: In this paper, the authors performed an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure and showed that the Extreme Value distribution for these maps can be associated to the Generalised Extreme Value family where the parameters scale with information dimension.
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Tail dependence and indicators of systemic risk for large US depositories
TL;DR: In this article, the authors investigated the extreme loss tail dependence between stock returns of large US depository institutions and developed a set of firm-level average extremal dependence measures, which could have been used to identify the firms that were more vulnerable to the 2007-2008 financial crisis.
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Modeling earthquake risk via extreme value theory and pricing the respective catastrophe bonds
TL;DR: In this article, the authors analyze the historical data of the earthquakes in the boarder area of Greece and then produce a reliable model for the risk dynamics of the magnitude of earthquakes, using advanced techniques from the Extreme Value Theory.
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A probability concept about size distributions of sonicated lipid vesicles.
TL;DR: It is concluded that the size distribution of sonicated small vesicles is completely determined by the procedure of their preparation and, therefore, the condition of thermodynamic equilibrium between aggregated and monomeric lipid is irrelevant in this case.