Modelling of extremal events in insurance and finance
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Publication:4289816
DOI10.1007/BF01440733zbMath0798.90024MaRDI QIDQ4289816
Paul Embrechts, Hanspeter Schmidli
Publication date: 28 April 1994
Published in: [https://portal.mardi4nfdi.de/entity/Q4289815 ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research] (Search for Journal in Brave)
ruininsuranceextreme value theoryfinancefinancial time seriesstochastic modellingPareto distributionstail-estimationextremal events
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