Introduction to extreme value theory: applications to risk analysis and management
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Publication:2001261
DOI10.1007/978-3-030-04161-8_51zbMath1422.60087OpenAlexW2920827799MaRDI QIDQ2001261
Publication date: 2 July 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-04161-8_51
Extreme value theory; extremal stochastic processes (60G70) Credit risk (91G40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Uses Software
Cites Work
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