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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Bermúdez, Lluís"
~person:"Gijbels, Irène"
~subject:"Risk measure"
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Bermúdez, Lluís
Gijbels, Irène
Guillou, Armelle
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Zhang, Zhimin
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Avanzi, Benjamin
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Insurance / Mathematics & economics
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Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
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2
Testing tail monotonicity by constrained copula estimation
Gijbels, Irène
;
Sznajder, Dominik
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10009736100
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