Infrequent Extreme Risks

The Geneva Papers on Risk and Insurance Theory ◽

10.1023/b:gepa.0000032563.83435.50 ◽

2004 ◽

Vol 29 (1) ◽

pp. 5-22 ◽

Author(s):

C. Gourieroux ◽

A. Monfort

Keyword(s):

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Modelling extreme risks for carbon emission allowances — Evidence from European and Chinese carbon markets

Journal of Cleaner Production ◽

10.1016/j.jclepro.2021.128023 ◽

2021 ◽

pp. 128023

Author(s):

Sheng Fang ◽

Guangxi Cao

Keyword(s):

Carbon Emission ◽

Carbon Markets ◽

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Estimation of the Haezendonck-Goovaerts risk measure for extreme risks

Scandinavian Actuarial Journal ◽

10.1080/03461238.2020.1867233 ◽

2021 ◽

pp. 1-24

Author(s):

Yanchun Zhao ◽

Tiantian Mao ◽

Fan Yang

Keyword(s):

Risk Measure ◽

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Statistics of Extreme Risks

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_18 ◽

2010 ◽

pp. 447-488

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

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Management of Extreme Risks

Financial Econometrics ◽

10.2307/j.ctv9hvt42.19 ◽

2018 ◽

pp. 427-450

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Statistics of Extreme Risks

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_17 ◽

2004 ◽

pp. 311-337

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

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The feasibility and value of adaptive strategies for extreme risks

Risk in Extreme Environments ◽

10.4324/9781315557540-9 ◽

2017 ◽

pp. 92-108

Author(s):

Robert Goble

Keyword(s):

Adaptive Strategies ◽

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Risk concentration based on Expectiles for extreme risks under FGM copula

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2015.06.009 ◽

2015 ◽

Vol 64 ◽

pp. 429-439 ◽

Author(s):

Tiantian Mao ◽

Fan Yang

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Quantitative analysis of extreme risks in insurance and finance

10.17077/etd.353cz24i ◽

2013 ◽

Author(s):

Zhongyi Yuan

Keyword(s):

Quantitative Analysis ◽

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A model for evaluating extreme risks with stochastic sustainability criteria: a case study of soil remediation on landfill sites

Journal of Risk Research ◽

10.1080/13669870210153693 ◽

2004 ◽

Vol 7 (7-8) ◽

pp. 689-704

Author(s):

Koji Nakau

Keyword(s):

Soil Remediation ◽

Sustainability Criteria ◽

Landfill Sites ◽

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On optimal portfolio diversification with respect to extreme risks

Finance and Stochastics ◽

10.1007/s00780-010-0122-z ◽

2010 ◽

Vol 14 (4) ◽

pp. 593-623 ◽

Author(s):

Georg Mainik ◽

Ludger Rüschendorf

Keyword(s):

Optimal Portfolio ◽

Portfolio Diversification ◽

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