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  • Search: subject:"Biavariate Extreme Distributions"
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Subject
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Asses Risk 1 Biavariate Extreme Distributions 1 Extreme Value Theory 1 Multivariate Pareto Distribution 1 Univariate Extreme Distributions 1
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Book / Working Paper 1
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Undetermined 1
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Bessia, Federico Agustín Alcalde 1 Casparri, María Teresa 1
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EconWPA 1
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Risk and Insurance 1
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Showing 1 - 1 of 1
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Extreme Value Theory: the bivariate case and an application for assesing risks
Bessia, Federico Agustín Alcalde; Casparri, María Teresa - EconWPA - 2005
Históricamente, la teoría en valores extremos se remonta a los comienzos de 1709 cuando Nicolás Bernoulli planteó el problema de la distancia media máxima desde el origen de “n” puntos distribuidos aleatoriamente en un línea recta de distancia fija t. Mientras que Fréchet en 1927...
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