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Pedagogical seminar on 'The Modeling of Extremes: From Theory to Practice and Back' by Professor Dr. Paul Embrechts on Wed, Oct 12, 2016.
In this talk I will give a brief historical introduction to the developments leading up to modern Extreme Value Theory (EVT). Starting from some of the earliest discussions related to the probabilistic modeling of extremes, I will also highlight some of the more recent developments (mainly on the statistical side) through the so-called Peaks Over Threshold method and exemplify EVT methodology for a real data set from insurance....
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Dept of Statistics & Actuarial Science
4th October, 2016
#Highlight #Sciences #Seminar
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