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Thesis

Modelling of extremes

Alternative title:
Discrete tail distributions and graphical modelling of extremes
Abstract:

This work focuses on statistical methods to understand how frequently rare events occur and what the magnitude of extreme values such as large losses is. It lies in a field called extreme value analysis whose scope is to provide support for scientific decision making when extreme observations are of particular importance such as in environmental applications, insurance and finance.

In the univariate case, I propose new techniques to model tails of discrete distributions and illustra...

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Division:
MPLS
Department:
Statistics
Department:
University of Oxford
Role:
Author

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Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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