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On discriminating between lognormal and Pareto tail : a mixture-based approach
Bee, Marco
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2020
Persistent link: https://www.econbiz.de/10012416592
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Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
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Hambuckers, Julien
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2020
Persistent link: https://www.econbiz.de/10012417238
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