Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory
| Year of publication: |
1997
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|---|---|
| Authors: | McNeil, A.J. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 27.1997, 1, p. 117-138
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