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zbMath0972.62099MaRDI QIDQ2740100

Nadiya M. Zinchenko

Publication date: 16 September 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergence extreme value distributions stable distributions ruin probability numerical simulations domains of attraction

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

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