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scientific article; zbMATH DE number 1301875
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scientific article; zbMATH DE number 1301875

    Statements

    author
    Franco Bassi
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    Paul Embrechts
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    Maria Kafetzaki
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    publication date
    17 October 1999
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    Mathematics Subject Classification ID
    62P05
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    91B30
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    91B28
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    60G70
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    zbMATH DE Number
    1301875
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    zbMATH Keywords
    risk management
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    quantile estimation
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