FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences

2007 ◽  
pp. 61-65
Author(s):  
Rocco Roberto Cerchiara
Keyword(s):  
Life Insurance ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Insurance Claims

Extreme Value Theory and Archimedean Copulas

2004 ◽  
Vol 2004 (3) ◽  
pp. 211-228 ◽  
Author(s):  
Mario V. Wüthrich
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Archimedean Copulas

Extreme Value Theory and Dependence.

1985 ◽  
Author(s):  
M. R. Leadbetter
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value

Efficient filtering of financial time series and extreme value theory

2005 ◽  
Vol 7 (2) ◽  
pp. 63-84 ◽  
Author(s):  
Kaj Nyström ◽  
Jimmy Skoglund
Keyword(s):  
Time Series ◽  
Extreme Value Theory ◽  
Financial Time Series ◽  
Value Theory ◽  
Extreme Value ◽  
Financial Time
Sign in / Sign up

Export Citation Format

Share Document