scientific article; zbMATH DE number 5670603

MaRDI QIDQ3403776zbMATH OpenFDO

Authors Wenlin Gui, Fangyan Xu

Publication date 12 February 2010

zbMATH Keywords

value-at-riskshape parametersgeneral Pareto distributiongeneral extreme distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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