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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Guillou, Armelle"
~subject:"Correlation"
~type_genre:"Aufsatz in Zeitschrift"
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Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
2
Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle
;
Loisel, Stéphane
;
Stupfler, Gilles
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 388-404
Persistent link: https://www.econbiz.de/10010195915
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