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 7,521 Downloads 11,719 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 3,184 Downloads 5,313 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 1,595 Downloads 3,047 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 1,165 Downloads 3,658 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 358 Downloads 1,643 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 165 Downloads 675 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 47 Downloads 322 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 871 Downloads 1,988 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 981 Downloads 1,887 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 294 Downloads 1,285 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 1,429 Downloads 2,517 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 80 Downloads 997 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 1,804 Downloads 6,539 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 4,720 Downloads 9,053 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 222 Downloads 926 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 6,281 Downloads 10,165 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 2,163 Downloads 3,504 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 165 Downloads 964 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 3,108 Downloads 4,719 Views Citations
The Effect of Extreme Climatic Events on Extreme Runoff in the Past 50 Years in the Manas River Basin, Xinjiang, China (Articles)

Xiangling Tang, Xin Lv

American Journal of Climate Change Vol.5 No.1，March 10, 2016

DOI: 10.4236/ajcc.2016.51004 3,327 Downloads 4,702 Views Citations

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