positions are marked to the market daily. The Extreme Value Theory (EVT) is used to test whether the distributions of the …

Extreme Value Theory (EVT) have been suggested, but typically data histories are limited, making it hard to test and apply EVT …

Extreme Value Theory (EVT) is given, which tries precisely to analyze the behavior at the tail of a bivariate distribution …

single and multi-period settings. These measures underpinned by extreme value theory are statistically robust explicitly …

-type or a Weibull-type distribution as defined in extreme value theory, our general result nicely specializes to results that …

Extreme Value Theory (EVT) has found a successful domain of application in such a context, outperforming other approaches …

distributions are normal. Simulations show how asymmetries in resource availabilities determine skewness. Extreme value theory is … asymmetries in resource availabilities determine skewness. Extreme value theory is used to suggest a negative yield skew whenever …. Keywords: beta-normal distribution, crop insurance, extreme value theory, Liebig technology, limiting factors, order statistics …