Justyna Majewska

Estimation of Value at Risk: Extreme value and robust approaches

Investment decisions and portfolios classificationbased on robust methods of estimation

Sensitivity Analysis of Some Robust Estimators of Volatility

The quality of mortality data

Robust approach to life expectancy projection

Modeling extreme mortality risk

Modelling Longevity Risk in the Context of Central Statistical Office Population Projections for Poland to 2050

Identification of multivariate outliers – problems and challenges of visualization methods

Modelowanie ryzyka długowieczności – ujęcie regionalne

Extreme observations in the metal market and their implication for risk measure