ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508)
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scientific article; zbMATH DE number 7508900
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| English | ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS |
scientific article; zbMATH DE number 7508900 |
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ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (English)
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19 April 2022
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estimation
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risk measures
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heavy-tailed distribution
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tail index
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extreme quantiles
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bias reduction
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