Introduction to Extreme Value Theory Modelling Rare Events
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Extreme Value Theory Modelling Rare Events Comprehensive Overview
In this talk, we present [ How do you use data from 15 years of observations to predict the magnitude of a “once in 50 years” storm? How can we build a ... 29th International Summer School of the Swiss Association of Actuaries (2016-08-16, Lausanne). For the corresponding course ...
https://youtu.be/OCTyXcLHuJY We consider the problem of estimating rates of
Summary & Highlights for Extreme Value Theory Modelling Rare Events
- Extreme value theory
- Assessing the size and probability of
- What happens when you care about the maximum of a set of
- In the second SUMS-Talk of this year Prof Hugo Touchette shared his knowledge of a unique corner of probability
- Rafał Kulik, University of Ottawa 10 November 2022 Abstract:
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