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Modelling losses and locating the tail with the Pareto Positive Stable distribution
Montserrat Guillen, Faustino Prieto, José María SarabiaVolume:
49
Year:
2011
Language:
english
Pages:
8
DOI:
10.1016/j.insmatheco.2011.07.004
File:
PDF, 657 KB
english, 2011