Multivariate extremes, aggregation and risk estimation (Q4646466)

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scientific article; zbMATH DE number 7001011
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Multivariate extremes, aggregation and risk estimation
scientific article; zbMATH DE number 7001011

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    Multivariate extremes, aggregation and risk estimation (English)
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    14 January 2019
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    multivariate extreme value theory
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    extreme value distributions
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    portfolio optimization
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    risk minimization
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