scientific article; zbMATH DE number 1301875

zbMath0922.62107MaRDI QIDQ4247101

Maria Kafetzaki, Franco Bassi, Paul Embrechts

Publication date: 17 October 1999

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

zbMATH Keywords

quantile estimationrisk management

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)

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