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MFE

Seminar

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

Abstract

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.

Presentation

[pdf ]

Video

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