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Sample Calculations, Extreme Value Theory

Sample Calculations, Extreme Value Theory Spreadsheet of sample calculations for extreme value theory. Extreme value analysis seeks to assess, from a given ordered sample of a given random ...
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Description: Spreadsheet of sample calculations for extreme value theory. Extreme value analysis seeks to assess, from a given ordered sample of a given random variable, the probability of events that are more extreme than any observed prior.
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- Authors: Society of Actuaries, Steven Craighead, Debbie Jay
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods

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Sample Calculations, Extreme Value Theory