scientific article; zbMATH DE number 6129103

zbMath1265.91108MaRDI QIDQ4900600

Ting Jiang, Yaowu Dong, Xiao-Hua Andrew Zhou

Publication date: 24 January 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationextreme value theoryPareto distribution

Mathematics Subject Classification ID

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