Thresholding events of extreme in simultaneous monitoring of multiple risks
John H. J. Einmahl, Jun Li, and Regina Y. Liu
| Year of publication: |
2009
|
|---|---|
| Authors: | Einmahl, John H. J. ; Li, Jun ; Liu, Regina Y. |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 487, p. 982-992
|
| Subject: | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Ausreißer | Outliers | Katastrophe | Disaster | Risikomodell | Risk model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003902766