SEMINÁRIO: Block Tail Dependence

 

  • Profª Marta Ferreira – Departamento Matemática – Universidade do Minho
  • FCUL – Campo Grande – Bloco C6 Piso 4 – Sala: 6.4.30 – 11:00h
  • Quarta-feira, 11 de Maio de 2016
  • Referência Projeto: Projecto FCT: UID/MAT/00006/2013
 
 An important issue in the context of extreme risk dependence is to assess the systemic stability. The fragility of a system has been addressed to the fragility index (FI). In this work we generalize this concept in order to evaluate the stability of a stochastic system divided into blocks.