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scientific article; zbMATH DE number 5217611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5217611 |
Statements
4 December 2007
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univariate extreme value distribution
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multivariate extreme value distribution
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sums of random variables
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excess distribution
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Pickands dependence function
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linear port- folio
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risk measure
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expected shortfall
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