Estimating catastrophic quantile levels for heavy-tailed distributions
| Year of publication: |
2004
|
|---|---|
| Authors: | Matthys, Gunther ; Delafosse, Emmanuel ; Guillou, Armelle ; Beirlant, Jan |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 34.2004, 3, p. 517-537
|
| Publisher: |
Elsevier |