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zbMath1436.62491MaRDI QIDQ3295316

Isabel Serra, Maria Padilla, Joan del Castillo

Publication date: 8 July 2020

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

zbMATH Keywords

heavy tails tail index statistics of extremes value at risk exponential tails

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

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