A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914)
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scientific article; zbMATH DE number 6901690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications |
scientific article; zbMATH DE number 6901690 |
Statements
A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (English)
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11 July 2018
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extreme value theory
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folding
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multivariate regular variation
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spectral probability measure
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point processes
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reinsurance pricing
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