Extreme value theory (QRM Chapter 5)

29th International Summer School of the Swiss Association of Actuaries (2016-08-16, Lausanne). For the corresponding course material, see qrmtutorial.org

[@simonhediger4905]

That annoying moment when they catch you at the airport security control with that bloody sum in the left pocket

[@davecroes3086]

The right pocket would be normal, but the left pocket models are for extremists! ;)

[@98domski]

Absolutely brilliant lecture. He really has that ability to transfer knowledge from his brain to yours!

[@jakobullmann7586]

Thank you so much for providing these lectures! Extremely useful!

[@joedumoulin]

really an outstanding lecture. Thank you very much!

[@kensleyblaise1946]

What a fantastic lecture. awesome orator!

[@chhavipandey5621]

Excellent lecture ...
Very very helpful

[@sergioperezmelo3090]

Excellent !

[@muskduh]

Thanks for the video

[@aryaaghili-ashtiani8879]

Very good lecture. Thanks!

[@victor.ezekiel]

great lecture sir, how does this affect multivariate dependent distributions.

[@AL-tl7ov]

the second part?

[@pinakibhattacharyya7853]

What are the differences between Extreme Value Theory and Large deviation theory?

[@TheBGoupil]

where is the new part? :(

[@edwardchida2563]

Came here for article ideas

[@bernardomondragonbrozon5182]

Is he Dr. Paul Embrechts?

[@korantengemmanuel4808]

Yes

[@TaoLeaf]

I had the same question. I had never seen the EVT Legend "in person."