Modelling Extremal Events for Insurance and Financeby Paul...

Modelling Extremal Events for Insurance and Financeby Paul Embrechts; Claudia Klüppelberg; Thomas Mikosch

Review by: Jem N. Corcoran
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Volume:
97
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.2307/3085797
Date:
March, 2002
File:
PDF, 234 KB
english, 2002
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