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The modeling of rare events: from methodology to practice and back

Embrechts, P (ETH Zürich)
Thursday 31 October 2013, 13:40-14:15

Seminar Room 1, Newton Institute


In this talk I give a brief overview of the historical development of Extreme Value Theory (EVT), discuss some applications, highlighting EVT's strengths and weaknesses, and indicate relevant research themes going forward.


[pdf ]


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