Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
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Publication:659164
DOI10.1016/j.insmatheco.2009.09.002zbMath1231.91148OpenAlexW3125173206MaRDI QIDQ659164
Andreas Kleefeld, Vytaras Brazauskas
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.09.002
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Uses Software
Cites Work
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