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The Modeling of Rare Events: from Methodology to Practice and Back

The Modeling of Rare Events: from Methodology to Practice and Back. Paul Embrechts Department of Mathematics Director of RiskLab, ETH Zurich Senior SFI Chair www.math.ethz.ch/~embrechts. Summary:. A bit of history A bit of theory An application Further work. Perhaps the first:.

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Prussian army horse - PowerPoint PPT Presentation

The Modeling of Rare Events: from Methodology to Practice and Back