Reliable alternative ways to manage the risk of extreme events
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Publication:6615787
DOI10.1007/978-3-031-39864-3_8MaRDI QIDQ6615787
Fernanda Figueiredo, M. Ivette Gomes, Lígia Henriques-Rodrigues
Publication date: 8 October 2024
generalized meansconditional tail expectationrisk modelingsemi-parametric estimationheavy-tailed parents
Cites Work
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