Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227)

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Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
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    Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (English)
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    15 February 2018
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    extreme value index
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    Pareto-type
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    tail estimation
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    random censoring
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    bias reduction
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