The modeling of rare events: from methodology to practice and back
- đ¤ Speaker: Embrechts, P (ETH Zrich)
- đ Date & Time: Thursday 31 October 2013, 13:40 - 14:15
- đ Venue: Seminar Room 1, Newton Institute
Abstract
In this talk I give a brief overview of the historical development of Extreme Value Theory (EVT), discuss some applications, highlighting EVT ’s strengths and weaknesses, and indicate relevant research themes going forward.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Thursday 31 October 2013, 13:40-14:15