Enterprise Risk Management Slides

Risk aggregation and Extreme Events [65]

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Bullet points include: Kemp (2011) suggests refine QQ presentation to involve ‘upwards’ QQ plot (some information as right half corresponds to Xi, left half to –Xi, ordering of Xi inverse of –Xi) Then create surface plot that encapsulates upwards QQ plots for all (linear) combinations of X and Y, relevant combination given by polar coordinates

Bullet points include: Kemp (2011) suggests refine QQ presentation to involve ‘upwards’ QQ plot (some information as right half corresponds to Xi, left half to –Xi, ordering of Xi inverse of –Xi) Then create surface plot that encapsulates upwards QQ plots for all (linear) combinations of X and Y, relevant combination given by polar coordinates

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