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Abstract: The estimation of quantities related to extreme events is the main issue of this thesis. We find its applications in practice, for example in insurance mathematics, where it is of great importance to have statistical insight into the occurrence of large claims, due to natural catastrophes
Extreme value theory aims at estimating the probability of an event (usually some kind of disastrous event) even when this event has never taken place, using the size of events of extreme but not disastrous nature that have indeed occurred in the past. The necessary theory for this purpose is well k
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