A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705)
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scientific article; zbMATH DE number 6282678
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| English | A new class of models for heavy tailed distributions in finance and insurance risk |
scientific article; zbMATH DE number 6282678 |
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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0.8102272152900696
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0.8011780977249146
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0.7881836891174316
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0.7710030674934387
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0.7658214569091797
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