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20152024
most citedEstimating Value at Risk and Expected Shortfall: A Brief Review and Some New Developments

2 citations · 3 across the 7 of their papers we have counts for

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stat.AP2015

Estimating changes in temperature extremes from millennial scale climate simulations using generalized extreme value (GEV) distributions

Whitney K. Huang, Michael L. Stein, David J. McInerney +2

Changes in extreme weather may produce some of the largest societal impacts of anthropogenic climate change. However, it is intrinsically difficult to estimate changes in extreme e…