Poster

Saw Swee Hock Public Lecture in Statistics on 'Statistical models for complex extreme events' by Professor Anthony Davison on May 18, 2017

Awareness of the importance of risk assessment for complex extreme events has greatly increased in recent times. Leading examples of such events are floods and heatwaves, attributed to global change, and crashes in financial markets, often attributed to mis-estimation or mis-understanding of the dependence between financial actors such as banks. Probability models for univariate events are well-established, and those for multivariate...

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