Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043): Difference between revisions

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+https://doi.org/10.1007/s13385-013-0069-5
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+W2169694820
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+An introduction to statistical modeling of extreme values
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+Q5485944
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+A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
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+Statistics for near independence in multivariate extreme values
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+Multivariate stress scenarios and solvency
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+Multivariate generalized Pareto distributions
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+Confidence intervals and accuracy estimation for heavy-tailed generalized Pareto distributions
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+The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
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