A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705): Difference between revisions
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Revision as of 08:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of models for heavy tailed distributions in finance and insurance risk |
scientific article |
Statements
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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