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This paper introduces the fundamentals of extreme value theory as well as practical aspects for estimating and assessing statistical models for tail-related risk measures.
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This paper delevops a tools to analyse the ordering of concordance of random vectors.
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This thesis contributes to the development of theoretical and experimental approaches that extend the analysis of risk preferences beyond the classical concept of expected utility theory. The thesis contains four main chapters.The first two chapters are concerned with extensions and applications...
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