Extremes

雜志介紹

Extremes雜志介紹

《Extremes》是一本以English為主的未開放獲取國際優秀期刊，中文名稱極端，本刊主要出版、報道數學-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS領域的研究動態以及在該領域取得的各方面的經驗和科研成果，介紹該領域有關本專業的最新進展，探討行業發展的思路和方法，以促進學術信息交流，提高行業發展。該刊已被國際權威數據庫SCIE收錄，為該領域相關學科的發展起到了良好的推動作用，也得到了本專業人員的廣泛認可。該刊最新影響因子為1.1，最新CiteScore 指數為2.2。

本刊近期中國學者發表的論文主要有：

• Asymptotics of convolution with the semi-regular-variation tail and its application to risk

  Author: Zhaolei Cui, Edward Omey, Wenyuan Wang, Yuebao Wang

• Limit theorems for extremes of strongly dependent cyclo-stationary <Emphasis Type="Italic">χ</Emphasis>-processes

  Author: Zhongquan Tan, Enkelejd Hashorva

• Tail behavior of the product of two dependent random variables with applications to risk theory

  Author: Yang Yang, Yuebao Wang

• Second-order properties of risk concentrations without the condition of asymptotic smoothness

  Author: Tiantian Mao, Taizhong Hu

英文介紹

Extremes雜志英文介紹

Extremes publishes original research on all aspects of statistical extreme value theory and its applications in science, engineering, economics and other fields. Authoritative and timely reviews of theoretical advances and of extreme value methods and problems in important applied areas, including detailed case studies, are welcome and will be a regular feature. All papers are refereed. Publication will be swift: in particular electronic submission and correspondence is encouraged.

Statistical extreme value methods encompass a very wide range of problems: Extreme waves, rainfall, and floods are of basic importance in oceanography and hydrology, as are high windspeeds and extreme temperatures in meteorology and catastrophic claims in insurance. The waveforms and extremes of random loads determine lifelengths in structural safety, corrosion and metal fatigue.