Deyuan Li On extreme value approximation to tails of distribution functions

Tinbergen Institute Research Series 16,5 x 24 cm 132 pag. € 19,25 ISBN 978 90 5170 805 9 NUR 780 Research Series 342 2005

Extreme value theory provides a framework for estimating the probability of occurrence of events that rarely happen, for example natural disasters. The theory can be applied under some mild conditions. This book provides ways to check whether in a specific situation those conditions are met. Deyuan Li graduated in Probability and Statistics from Peking University, China in 2000. He then joined Tinbergen Institute, Erasmus University Rotterdam as a Ph.D. student. His research interests are extreme value theory and tail approximation to distribution functions. Bestel/Order