Browsing University of Waterloo by Subject "extreme value theory"
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An Investigation of Non-stationary Nature of Environmental Data
(University of Waterloo, 2019-04-17)Several investigations have shown that the Earth's climate is experiencing change, as evident by rising global temperatures, receding ice sheets and reducing glacier sizes. There is also empirical observation supporting ... -
Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance
(University of Waterloo, 2019-09-25)In this thesis, we aim at a quantitative understanding of extreme risks and extremal depen- dence in insurance and finance. We use regularly varying distribution functions in extreme value theory (EVT) to model extreme ...