scientific article; zbMATH DE number 5525019

MaRDI QIDQ3610271zbMATH OpenFDO

Authors Linjun Tang, Hanxing Wang

Publication date 6 March 2009

zbMATH Keywords

value-at-riskLaplace-extreme value mixing modelmixing distribution of Laplace and EVD-II

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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