Nonparametric extreme value analysis of conditional claim distributions

被引：0
|
作者：
Goegebeur, Y
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 01期
关键词：
extreme value theory; conditional claim; nonparametric tail estimation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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页码：154 / 155
页数：2
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