A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705): Difference between revisions

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Latest revision as of 14:11, 7 July 2024

scientific article
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A new class of models for heavy tailed distributions in finance and insurance risk
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    A new class of models for heavy tailed distributions in finance and insurance risk (English)
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    10 April 2014
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    generalized Pareto distribution
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    log phase-type distribution
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    heavy tail
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    data fitting
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    extreme value theory
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    Identifiers

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