Statistiques des valeurs extrêmes dans le cas de lois discrètes
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Keywordsapplications in insurance and finance; clusters; epidemiology; Extreme Value Theory; extreme quantile; outbreak detection; return level; return period; surveillance;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- I10 - Health, Education, and Welfare - - Health - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-19 (All new papers)
- NEP-ECM-2011-03-19 (Econometrics)
- NEP-IAS-2011-03-19 (Insurance Economics)
- NEP-RMG-2011-03-19 (Risk Management)
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