Modelling tail risk with tempered stable distributions: an overview
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Publication:2241120
DOI10.1007/s10479-019-03204-3zbMath1480.60039OpenAlexW2927063380WikidataQ128127759 ScholiaQ128127759MaRDI QIDQ2241120
Hasan Fallahgoul, Grégoire Loeper
Publication date: 8 November 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03204-3
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Point estimation (62F10) Stable stochastic processes (60G52)
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Uses Software
Cites Work
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