Pages that link to "Item:Q4289816"
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The following pages link to Modelling of extremal events in insurance and finance (Q4289816):
Displaying 11 items.
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
- Extreme values and fat tails of multifractal fluctuations (Q2903701) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)
- Small-sample estimators of the quantiles of the normal, log-normal and Pareto distributions (Q5300823) (← links)
- Ein Modell zur Bewertung von PCS-Optionen (Q5422730) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
