An Extreme Value Theory Based Catastrophe Bond Design for Cyber Risk Management of Power Systems

2021 ◽  
pp. 1-1
Author(s):  
Zhaoxi Liu ◽  
Wei Wei ◽  
Lingfeng Wang
Keyword(s):  
Risk Management ◽  
Power Systems ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Cyber Risk

scholarly journals Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

2000 ◽  
Vol 1 (2) ◽  
pp. 30-35 ◽  
Author(s):  
Francis X. Diebold ◽  
Til Schuermann ◽  
John D. Stroughair
Keyword(s):  
Risk Management ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value

Extreme Value Theory as a Risk Management Tool

1999 ◽  
Vol 3 (2) ◽  
pp. 30-41 ◽  
Author(s):  
Paul Embrechts ◽  
Sidney I. Resnick ◽  
Gennady Samorodnitsky
Keyword(s):  
Risk Management ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Management Tool
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