The dynamic power law model.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 557, doi. 10.1007/s10687-014-0193-x
- By:
- Publication type:
- Article
Works matching IS 13861999 AND DT 2014 AND VI 17 AND IP 4
Results: 8
1
2
Portfolio risk assessment using multivariate extreme value methods.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 531, doi. 10.1007/s10687-014-0194-9
- By:
- Publication type:
- Article
3
Normex, a new method for evaluating the distribution of aggregated heavy tailed risks.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 661, doi. 10.1007/s10687-014-0197-6
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- Publication type:
- Article
4
Upper bounds on value-at-risk for the maximum portfolio loss.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 585, doi. 10.1007/s10687-014-0198-5
- By:
- Publication type:
- Article
5
Using B-splines for nonparametric inference on bivariate extreme-value copulas.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 633, doi. 10.1007/s10687-014-0199-4
- By:
- Publication type:
- Article
6
Bounds on total economic capital: the DNB case study.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 693, doi. 10.1007/s10687-014-0202-0
- By:
- Publication type:
- Article
7
Editorial: special issue on extremes in finance.
- Published in:
- 2014
- By:
- Publication type:
- Editorial
8
The effect of aggregation on extremes from asymptotically independent light-tailed risks.
- Published in:
- Extremes, 2014, v. 17, n. 4, p. 615, doi. 10.1007/s10687-014-0192-y
- By:
- Publication type:
- Article