Rayane KOUASSAH; Oum keltoum AISSOUG; Khaoula REHABI
(Université Frères Mentouri Constantine 1, 2023-06)
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 ...