o:1281 Vrednovanje ekstremnih rizika u finansijama i osiguranju Valuation of extreme risks in France and insurance : doctoral dissertation sr The trend of increased frequency of extreme risk occurrence has grown into a global problem in the field of finance, as same as in the insurance industry. For efficient risk management in the financial sector, it is necessary to choose appropriate instruments for the assessment and evaluation of risk. The generaly accepted model for risk valuation in financial institutions, the Value at Risk model, has not fulfilled the expectations of investors and financial institutions during the financial crisis in 2007/2008. The justification of the use of this model in the post-crisis period was strongly criticized, so it was necessary to make modifications and improvements in order to provide valid usage of the model even in terms of extreme risk. One way to improve the model is the estimation of the model parameters based on the extreme value theory, ... Napomene i bibliografske reference uz tekst Datum odbrane: 01.09.2016. Corporate finance, accounting and auditing;Corporate finance, Risk management and insurance 533873302 91552101 4689 91552100 533873302 2017-03-20T18:13:57.053Z 45 no 46 mentor Jelena Z. Stanković 2016 63 mentor Evica Petrović 2016 63 član komisije Jelena 1955- Kočović 2016 63 član komisije Ksenija 1970- Denčić Mihajlov 2016 [17], 292 lista 6606114 http://phaidrabg.bg.ac.rs/o:1281 no yes 4 2017-03-20T18:13:57.320Z 70 ekstremni rizici, vrednost pod rizikom, teorija ekstremnih vrednosti extreme risks, Value at Risk, Extreme Value Theory 330.131.7:[336+368(043.3) S 181 1738 18A02 18A0202 2016