ACTSC 965Extreme Value Theory
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Actuarial Science
ACTSC 965 as listed in the Winter 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.
Ruin Theory for heavy-tailed distributions. Fluctuation of maxima and upper order statistics. Extreme value distributions: Weibull, Frechet, Gumbel and generalized Pareto. Mean excess function. Statistical methods for external events. Estimation of parameters of extreme value and excess distributions. Applications in finance and insurance.
Prerequisites
None listed.
Antirequisites
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Leads to
No course lists it as a requisite.
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