Extreme Value Theory as a Risk Management Tool

Extreme Value Theory as a Risk Management Tool

Embrechts, Paul, Resnick, Sidney I., Samorodnitsky, Gennady
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Volume:
3
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.1999.10595797
Date:
April, 1999
File:
PDF, 224 KB
english, 1999
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