Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Author: Zhaolei Cui, Edward Omey, Wenyuan Wang, Yuebao Wang
Limit theorems for extremes of strongly dependent cyclo-stationary <Emphasis Type="Italic">χ</Emphasis>-processes
Author: Zhongquan Tan, Enkelejd Hashorva
Tail behavior of the product of two dependent random variables with applications to risk theory
Author: Yang Yang, Yuebao Wang
Second-order properties of risk concentrations without the condition of asymptotic smoothness
Author: Tiantian Mao, Taizhong Hu
英文介紹
Extremes雜志英文介紹
Extremes publishes original research on all aspects of statistical extreme value theory and its applications in science, engineering, economics and other fields. Authoritative and timely reviews of theoretical advances and of extreme value methods and problems in important applied areas, including detailed case studies, are welcome and will be a regular feature. All papers are refereed. Publication will be swift: in particular electronic submission and correspondence is encouraged.
Statistical extreme value methods encompass a very wide range of problems: Extreme waves, rainfall, and floods are of basic importance in oceanography and hydrology, as are high windspeeds and extreme temperatures in meteorology and catastrophic claims in insurance. The waveforms and extremes of random loads determine lifelengths in structural safety, corrosion and metal fatigue.