What's Hot

Nassim Nicholas Taleb's blog, an inspiring read | Incerto

Wednesday, August 6, 2014

Unraveling Extreme Value Theory

An interesting request came through from one of our customers today and is worth sharing on the Causal Capital blog because a lot of risk practitioners struggle with some of the more complex areas of modelling uncertainty. This is especially the case when risk managers are attempting to assess the size of impacts from catastrophes.