x�bb``b``Ń3� �c� 2�� Notation from Embrechts et al. endstream endobj 210 0 obj <>/Metadata 21 0 R/PieceInfo<>>>/Pages 20 0 R/PageLayout/OneColumn/OCProperties<>/OCGs[211 0 R]>>/StructTreeRoot 23 0 R/Type/Catalog/LastModified(D:20120319080548)/PageLabels 18 0 R>> endobj 211 0 obj <. iid = independent and identically distributed 0000000934 00000 n 0000008129 00000 n x�b```b``�������� Ȁ �@1V�@�ڃMv��� 0000002663 00000 n The author believe … 0000003380 00000 n trailer 0000004803 00000 n 0000088268 00000 n 0000001801 00000 n • A key difference between EVT and other statistical approaches 0000002307 00000 n 0000004099 00000 n 0000076278 00000 n ��fG-a@�F}���_��7u��+3�{�������v�+�ſD˽8|���Z����k^�v�j2cN�S�~F!���� K�8 ��@d06� 20J@�:P���R��4+�ETf0J0�1�3T0�1�2���`x�����e�X�p�!��JEq��F��, ȕh���5#?cCԃB�x���`��W{ |.��XuO6>��?L��� ��Qj %%EOF 0000001990 00000 n 239 0 obj <>stream 0000008272 00000 n 0000004405 00000 n The extreme value theory is highly employed in Actuarial Industry particularly in financial risk management when the company or firm wants to set out the risk free demarcations to operate or play around, and in the situations where the Company wants to conduct self performance evaluation, making forecast over a period of time and making any Economical based decisions. xref 0000004680 00000 n 0000008644 00000 n 0000089035 00000 n • Extreme Value Theory(EVT) is a statistical approach that allows a practitioner to model the occurrence of extreme events with relatively small amounts of extreme data. Extreme value theory: statistical estimates and actuarial evaluations for seismic risk in Italy Anno Accademico 2015/2016 Relatore Candidato Prof. Luigi annVucci ranceFsca Giorgolo … endstream endobj 238 0 obj <>/Size 209/Type/XRef>>stream 209 0 obj <> endobj 0000004136 00000 n F← = the inverse function of the function F . Extreme Value Theory as a Risk Management Tool,” North American Actuarial Journal, Volume 3, Number 2, April 1999, Society of Actuaries. %PDF-1.4 %���� 0000004725 00000 n 0000088536 00000 n 0000007457 00000 n This is an open-source study guide and may be revised pursuant to suggestions. • Extreme Value Theory(EVT) is a statistical approach that allows a practitioner to model the occurrence of extreme events with relatively small amounts of extremerelatively small amounts of extreme data. 209 31 • A key difference between EVT and other statistical approaches is that, in EVT we fit a distribution to a subset of the available 0000088833 00000 n 0000000016 00000 n df = distribution function . <<307B3CE52ABF2F419147BEE233ADD002>]>> 0000088934 00000 n 0000002818 00000 n 0000001306 00000 n 0 0000089136 00000 n 0000046689 00000 n 0000007872 00000 n 0000001486 00000 n 0000002506 00000 n 0000002350 00000 n startxref