/


Risk aggregation and Extreme Events [85]

Go to: Summary | Previous | Next   
Bullet points include: Introduction Modelling fat-tailed behaviour for individual risks Extreme value theory Modelling multiple risks Factor structures Copula based dependency structures Managing and mitigating (joint) fat-tailed risks Appendices A: Quantile-quantile plots B: Possible active management selection effects

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series


Desktop view | Switch to Mobile