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~person:"Albrecher, Hansjörg"
~person:"Börner, Christoph J."
~person:"Chebbi, A."
~subject:"extreme value theory"
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extreme value theory
Ausreißer
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Albrecher, Hansjörg
Börner, Christoph J.
Chebbi, A.
Lucas, André
4
Schwaab, Bernd
3
Zhang, Xin
3
Chen Zhou
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Chikobvu, Delson
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Balasubramanian G
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ASTIN bulletin : the journal of the International Actuarial Association
1
Applied financial economics
1
Journal of risk
1
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ECONIS (ZBW)
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Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
2
On marine liability portfolio modeling
Guevara Alarcon, William
;
Albrecher, Hansjörg
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10012194112
Saved in:
3
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
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