Extremal index for a class of heavy-tailed stochastic processes in risk theory
type: Item
instance of: scholarly article
title: Extremal index for a class of heavy-tailed stochastic processes in risk theory
zbMATH Open document ID: 1414.62164
DOI: 10.1007/978-3-319-96941-1_12
author: Yanyan Li
publication date: 2019-06-12T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 7064924
zbMATH Keywords: extremal index
zbMATH Keywords: heavy-tailed stochastic processes
zbMATH Keywords: risk theory
MaRDI profile type: Publication
full work available at URL: 978-3-319-96941-1 12
OpenAlex ID: W2921844532
description: scientific article