Multivariate Extreme Value Theory: Practice and Limits

Anne Dutfoy ()
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Anne Dutfoy: EDF R&D

Chapter Chapter 9 in Extreme Value Theory with Applications to Natural Hazards, 2021, pp 191-228 from Springer

Abstract: Abstract This chapter presents the most recent developments in extreme value theory in cases of joint, or multivariate, hazards. This type of phenomenon is increasingly being studied, as it can be more destructive than a single hazard. Introducing, in particular, the notion of copula, this chapter takes up the notations and main concepts introduced in Chap. 6 .

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-74942-2_9

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DOI: 10.1007/978-3-030-74942-2_9

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