scientific article; zbMATH DE number 6129103

MaRDI QIDQ4900600zbMATH OpenFDO

Authors Yaowu Dong, Ting Jiang, Xiao-Hua Zhou

Publication date 24 January 2013

zbMATH Keywords

extreme value theoryMonte Carlo simulationPareto distribution

Mathematics Subject Classification ID

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

Cited in

(1)

• Extreme Value Modeling and Risk Analysis

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