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Mikosch, Thomas
Embrechts, Paul
125
Puccetti, Giovanni
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
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Insurance: Mathematics and Economics
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A bootstrap procedure for estimating the adjustment coefficient
Embrechts, Paul
;
Mikosch, Thomas
- In:
Insurance: Mathematics and Economics
10
(
1991
)
3
,
pp. 181-190
Persistent link: https://www.econbiz.de/10005374607
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2
Modelling extremal events for insurance and finance
Embrechts, Paul
;
Klüppelberg, Claudia
;
Mikosch, Thomas
-
1997
Persistent link: https://www.econbiz.de/10004307347
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