Multivariate extremes, aggregation and risk estimation (Q4646466)
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scientific article; zbMATH DE number 7001011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extremes, aggregation and risk estimation |
scientific article; zbMATH DE number 7001011 |
Statements
Multivariate extremes, aggregation and risk estimation (English)
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14 January 2019
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multivariate extreme value theory
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extreme value distributions
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portfolio optimization
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risk minimization
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