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Risk Management with Extreme Value Theory · 2012-05-22 · o o oo oo oo oo oo oo oo oo oo oo oo oo oo o oo o o o o oo 5 10 50 100 0.0 0.2 0.4 0.6 0.8 1.0 x (on log scale) Fu(x-u)

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