قارن الطرق

	نظرية القيم القصوى (EVT)	نموذج توزيع الخسائر	المعادلات التفاضلية العشوائية (SDEs)
المجال	التمويل	العلوم الاكتوارية	المحاكاة
العائلة	Regression model	Regression model	Process / pipeline
سنة النشأة	2001	2012	1944 (theory); 1992 (numerical framework)
صاحب الطريقة	Coles (textbook treatment); McNeil, Frey & Embrechts	Klugman, Panjer & Willmot	Kiyosi Itô (Itô calculus, 1944); Peter Kloeden & Eckhard Platen (numerical methods, 1992)
النوع	Tail / extreme-event model	Parametric probability model	Continuous-time stochastic process model
المصدر التأسيسي	Coles, S. (2001). An Introduction to Statistical Modeling of Extreme Values. Springer. ISBN: 978-1852334598	Klugman, S. A., Panjer, H. H., & Willmot, G. E. (2012). Loss Models: From Data to Decisions (4th ed.). Wiley. ISBN: 978-1-118-31532-3	Øksendal, B. (2003). Stochastic Differential Equations: An Introduction with Applications (6th ed.). Springer.
الأسماء البديلة	EVT, generalized extreme value, generalized Pareto distribution, peaks over threshold	Severity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli	SDE, Itô equations, Stokastik Diferansiyel Denklemler (SDE)
ذات صلة	5	3	4
الملخص	Extreme Value Theory is a statistical framework for modelling the rare events that live in the tail of a probability distribution. As developed in Coles (2001) and applied to risk by McNeil, Frey & Embrechts (2005), it offers two standard routes: the Generalized Extreme Value (GEV) distribution for block maxima and the Generalized Pareto Distribution (GPD), used in the peaks-over-threshold approach, for exceedances above a high threshold.	A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in their foundational text Loss Models: From Data to Decisions (first edition 1998, fourth edition 2012), these models underpin premium rating, reserving, reinsurance pricing, and regulatory capital calculations across the insurance and risk-management industries.	Stochastic differential equations (SDEs) are differential equation models that combine a deterministic drift term — governing the average tendency of a system — with a stochastic diffusion term driven by a Wiener process (Brownian motion). Pioneered through Itô calculus by Kiyosi Itô in 1944 and given a comprehensive numerical treatment by Kloeden and Platen in 1992, SDEs are the standard modelling language for continuous-time systems subject to random noise, including financial asset prices, population dynamics, and physical processes.