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    author
    Markus Aebi
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    Paul Embrechts
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    Thomas Mikosch
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    publication date
    18 February 1993
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    zbMATH DE Number
    123485
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    zbMATH Keywords
    large claims
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    Lorenz curve
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    exponential distributions
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    ordered sample
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    finite expectation
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    sum of largest values
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    sample mean
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    table
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    Pareto family
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    loggamma
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    lognormal
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    gamma
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