| dc.contributor.author |
Rayane KOUASSAH |
|
| dc.contributor.author |
Oum keltoum AISSOUG |
|
| dc.contributor.author |
Khaoula REHABI |
|
| dc.date.accessioned |
2025-04-30T11:47:22Z |
|
| dc.date.available |
2025-04-30T11:47:22Z |
|
| dc.date.issued |
2023-06 |
|
| dc.identifier.citation |
74 f. |
fr_FR |
| dc.identifier.uri |
http://depot.umc.edu.dz/handle/123456789/14610 |
|
| dc.description.abstract |
This work presents a program for calculating the Value at Risk (VaR) using the
Extreme Value Theory (EVT), a statistical theory that focuses on studying rare
cases. EVT has numerous applications, and in this study, we adopt it as a model
for an insurance agency. |
fr_FR |
| dc.language.iso |
en |
fr_FR |
| dc.publisher |
Université Frères Mentouri Constantine 1 |
fr_FR |
| dc.subject |
Extreme Value Theory (EVT) |
fr_FR |
| dc.subject |
Generalized Pareto Distribution (GPD) |
fr_FR |
| dc.subject |
value-at-risk (VaR) |
fr_FR |
| dc.subject |
Insurance company |
fr_FR |
| dc.title |
Risk Calculation in Insurance Applying Theory of Extreme Values. |
fr_FR |
| dc.type |
Thesis |
fr_FR |