Extreme Risk - Articles - Scientific Research Publishing

Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23025 7,686 Downloads 12,289 Views Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,340 Downloads 5,783 Views Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management (Articles)

Travis R. A. Sapp

Journal of Mathematical Finance Vol.6 No.4, November 9, 2016

DOI: 10.4236/jmf.2016.64046 1,765 Downloads 3,750 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Measuring Black Swans in Financial Markets (Articles)

J. T. Manhire

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81016 1,327 Downloads 4,224 Views Citations
This article belongs to the Special Issue on Stock Valuation
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3, August 5, 2021

DOI: 10.4236/jmf.2021.113025 488 Downloads 2,339 Views Citations
Extreme Values Approach in Food Risk Modeling (Articles)

Komla Elom Adedje, Diakarya Barro

Open Journal of Statistics Vol.12 No.5, October 27, 2022

DOI: 10.4236/ojs.2022.125041 231 Downloads 936 Views Citations
Concepts and Misconceptions in Climate Change Risk Assessment: Considerations for Sea Level Rise and Extreme Precipitation Risk (Articles)

Efthymia Koliokosta

Journal of Geoscience and Environment Protection Vol.13 No.1, January 20, 2025

DOI: 10.4236/gep.2025.131010 110 Downloads 794 Views Citations
Value-at-Risk Based on Time-Varying Risk Tolerance Level (Articles)

Debasish Majumder

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81007 988 Downloads 2,382 Views Citations
This article belongs to the Special Issue on Financial Economics
Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level (Articles)

Takashi Kato

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81015 1,092 Downloads 2,338 Views Citations
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

Journal of Financial Risk Management Vol.10 No.3, August 3, 2021

DOI: 10.4236/jfrm.2021.103013 415 Downloads 1,791 Views Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,572 Downloads 2,999 Views Citations
Occurrence of Extreme Rainfall and Flood Risks in Yopougon, Abidjan, Southeast Côte d’Ivoire from 1971 to 2022 (Articles)

Kolotioloma Alama Coulibaly, Pauline Agoh Dibi-Anoh, Bi Néné Jules Tah, Hervé Anoh, Kouadio Christophe N’da, Serge Camille Ahilé, Kouakou Bernard Djè, Daouda Konaté

American Journal of Climate Change Vol.13 No.3, August 9, 2024

DOI: 10.4236/ajcc.2024.133020 152 Downloads 1,520 Views Citations
Spatial and Temporal Variability of Summer Precipitation Extremes in Ethiopia and Their Possible Mechanisms (Articles)

Alemnhe Getu Anteneh, Xin Geng, Mulualem Abera Waza

Atmospheric and Climate Sciences Vol.16 No.2, March 19, 2026

DOI: 10.4236/acs.2026.162018 63 Downloads 401 Views Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4, November 2, 2017

DOI: 10.4236/jmf.2017.74045 2,303 Downloads 8,476 Views Citations
Discussion on IAEA and China Safety Regulation for NPP Coastal Defense Infrastructures against Typhoon/Hurricane Attacks (Articles)

Guilin Liu, Huajun Li, Defu Liu, Fengqing Wang, Tao Zou

World Journal of Nuclear Science and Technology Vol.2 No.3, July 23, 2012

DOI: 10.4236/wjnst.2012.23017 4,889 Downloads 9,529 Views Citations
Modeling Cyber Loss Severity Using a Spliced Regression Distribution with Mixture Components (Articles)

Meng Sun

Open Journal of Statistics Vol.13 No.4, July 11, 2023

DOI: 10.4236/ojs.2023.134021 319 Downloads 1,395 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Importance of Generalized Logistic Distribution in Extreme Value Modeling (Articles)

K. Nidhin, C. Chandran

Applied Mathematics Vol.4 No.3, March 27, 2013

DOI: 10.4236/am.2013.43080 6,490 Downloads 10,759 Views Citations
Typhoon/Hurricane/Tropical Cyclone Disasters: Prediction, Prevention and Mitigation (Articles)

Defu Liu, Fengqing Wang

Journal of Geoscience and Environment Protection Vol.7 No.5, May 17, 2019

DOI: 10.4236/gep.2019.75003 2,321 Downloads 4,063 Views Citations
A Solution to the 3x + 1 Problem (Articles)

David C. Kay

American Journal of Computational Mathematics Vol.13 No.2, June 30, 2023

DOI: 10.4236/ajcm.2023.132020 255 Downloads 1,577 Views Citations
Extreme Rainfall Event Analysis Using Rain Gauges in a Variety of Geographical Situations (Articles)

Silvano Bertoldo, Claudio Lucianaz, Marco Allegretti

Atmospheric and Climate Sciences Vol.5 No.2, April 3, 2015

DOI: 10.4236/acs.2015.52006 3,248 Downloads 5,309 Views Citations

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