Extremes and integrated risk management

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<rdf:Description>
<dc:creator>Embrechts, Paul</dc:creator>
<dc:date>2000</dc:date>
<dc:description xml:lang="es">Extreme value theory for risk managers -- Measuring risk with extreme value theory -- Adaptive threshold selection in tail index estimation -- Pitfalls and opportunities in the use of extreme value theory in risk management -- Modelling multivariate extremes -- Correlation: pitfalls and alternatives -- Thinking coherently -- Value-at-risk and extreme returns -- Reading the riskometer -- Extreme value theory: an empirical analysis of equity risk -- From value-at-risk to stress-testing: the extreme value approach -- Is it really long memory we see in financial returns? -- Multivariate extremes for foreign exchange data -- Extremal spill-overs in equity markets -- Modelling and measuring operational risk -- Extreme value statistics and wind storm losses: a case study -- Bayesian risk analysis -- Developing scenarios for future extreme losses using the peaks-over-threshold method.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/30019.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:publisher>Risk Books</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Análisis estadístico</dc:subject>
<dc:subject xml:lang="es">Modelos probabílisticos</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Extremes and integrated risk management</dc:title>
<dc:format xml:lang="es">XXVIII, 273 p. ; 30 cm.</dc:format>
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