<meta http-equiv="refresh" content="0; URL=noscript.html"> METU | Course Syllabus

Course Learning Outcomes

Upon successful completion of this course, students will be able to:

* Construct and understand basic arguments in EVT based on weak convergence,

* Use of regular variation to characterize heavy-tailed distributions.

* Identify stable distributions and describe their domains of attraction under summation.

* Classify extreme value distributions and determine domains of attraction under maximization.

* Begin to apply EVT results to problems in insurance/finance models