Extreme Value Theory (EVT) provides a rigorous statistical framework for assessing the probability of rare and high-impact events. When coupled with the study of dynamical systems, researchers can ...

In this article we develop statistical extreme-value theory as a method to validate and improve experiments with extremal responses, and to extrapolate and compare results. Our main motivation is ...

Just how much faster can an athlete run the hundred meters? The current world record, which belongs to Usain Bolt, stands at 9.69 seconds. Two econometricians have calculated the ultimate records ...

An accurate estimation of extreme claims is fundamental to assess solvency capital requirements (SCR) established by Solvency II. Basing on the Extreme Value Theory (EVT), this paper performs a ...