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 & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 34.2004, 3, p. 517-538
|