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 7,711 Downloads 12,358 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 3,371 Downloads 5,855 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 1,810 Downloads 3,867 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 1,374 Downloads 4,310 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 510 Downloads 2,441 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 268 Downloads 993 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 136 Downloads 879 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 1,015 Downloads 2,447 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 1,128 Downloads 2,415 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 448 Downloads 1,880 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 1,619 Downloads 3,100 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 166 Downloads 1,600 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 79 Downloads 474 Views Citations
Simultaneous Confidence Bands for Conditional Risk Measurement and Conditional Expected Loss Based on Generalized Estimators (Articles)

Jiale Diao

Journal of Applied Mathematics and Physics Vol.14 No.6, June 22, 2026

DOI: 10.4236/jamp.2026.146110 27 Downloads 113 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 2,430 Downloads 8,964 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 4,927 Downloads 9,620 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 336 Downloads 1,468 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 6,552 Downloads 10,831 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 2,340 Downloads 4,147 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 306 Downloads 1,680 Views Citations

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