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[PDF][PDF] The 'Portuguese School of Extremes and Applications'(PORTSEA)
MI Gomes - Notas e Comunicações CEAUL, 2021 - ceaul.org
The 'School of Extremes' in Portugal is nowadays well recognized by the international
scientific community. This recognition is mainly due to the scientific work of Tiago de Oliveira …
scientific community. This recognition is mainly due to the scientific work of Tiago de Oliveira …
Estimation of the marginal expected shortfall under asymptotic independence
We study the asymptotic behavior of the marginal expected shortfall when the two random
variables are asymptotic independent but positively associated, which is modeled by the so …
variables are asymptotic independent but positively associated, which is modeled by the so …
[PDF][PDF] A Short Narrative Curriculum and Bibliography of PORTSEA's Members
MI Gomes - researchgate.net
A brief narrative curriculum vitae (CV) of the author, emphasizing the last five-years' period,
2019-2023, is first presented. Next, and based on the author's recent and not yet published …
2019-2023, is first presented. Next, and based on the author's recent and not yet published …