Affiliated Researchers: Tail Risk

Affiliates are Penn Staters who have a connection to or an interest in the work of the Institute of Energy and the Environment.

Displaying 2 search result(s) for Tail Risk.

Zhongyi Yuan


Associate Professor, Risk Management
Top research keywords: Insurance, Regular Variation, Finite-time Ruin Probability, Multivariate Regular Variation, Financial Risk

Robert Nicholas


Associate Research Professor, Earth and Environmental Systems Institute
Top research keywords: Climate Change, Climate Modeling, Climate, Flood Protection, Downscaling