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Latest revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
19 May 2011
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extreme values
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exceedances
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Poisson approximation
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partial sums
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heavy tail
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value at risk
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expected shortfall
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risk measure
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self-normalised sum
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