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Journal of Statistical Theory and Applications (JSTA)One of the most popular methods for assessing the distribution tail thickness parameter (tail index) of a two-parameter PD is the Hill estimator, derived from order statistics. For reliability evaluations and engineering design, an accurate assessment of
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Extreme value prediction with modified Enhanced Monte Carlo method based on tail index correction
Journal of Sea Research, 2023Wenhua Wu, Arvid Naess
exaly
Tail Risks in Corporate Finance: Simulation-Based Analyses of Extreme Values
Journal of Risk and Financial Management, 2023Christoph Borner +2 more
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Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution
Symmetry, 2021Hang Lin, Zhengjun Zhang
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Tail dependence and heavy tailedness in extreme risks
Insurance: Mathematics and Economics, 2021Ken Seng Tan, Fan Yang
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Tail Risk and Extreme Events: Connections between Oil and Clean Energy
Risks, 2021Matteo Foglia +2 more
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Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement
Journal of the American Statistical Association, 2021exaly