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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.; Mikosch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003370444
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Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2012
Persistent link: https://www.econbiz.de/10010394237
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Risk capital allocation by coherent risk measures based on one-sided moments
Fischer, Tom - 2002
Persistent link: https://www.econbiz.de/10001718853
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia; Seifert, Miriam - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10012035248
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Theory of Zipf's Law and beyond
Saičev, Aleksandr I.; Malevergne, Yannick; Sornette, Didier - 2010
Persistent link: https://www.econbiz.de/10003849304
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Ziffernanalyse zur Betrugserkennung in Finanzverwaltungen : Prüfung von Kassenbelegen
Dlugosz, Stephan; Müller-Funk, Ulrich - 2012
Persistent link: https://www.econbiz.de/10009559182
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Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020
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The power principle and tail-fatness uncertainty
Gay, Roger - 2004
Persistent link: https://www.econbiz.de/10001964538
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General insurance premiums when tail fatness is unknown : a fat premium representation theorem
Gay, Roger - 2003
Persistent link: https://www.econbiz.de/10001964564
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras; Dette, Holger; Parolya, Nestor; … - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10012119286