On estimation of loss distributions and risk measures

zbMATH Open1278.91087MaRDI QIDQ2869074FDOQ2869074

Authors: Meelis Käärik, Anastassia Žegulova 

Publication date: 30 December 2013

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

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Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cited In (10)

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Uses Software

• POT

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