Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators

by John H.J. Einmahl, Jun Li, Regina Y. Liu

Year of publication:	Oct. 2006
Other Persons:	Einmahl, John H. J. (contributor) ; Li, Jun (contributor) ; Liu, Regina Y. (contributor)
Publisher:	Tilburg : Center for Economic Research
Subject:	Theorie \| Theory \| Risikomanagement \| Risk management \| Risiko \| Risk \| Ausreißer \| Outliers \| Risikomaß \| Risk measure

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