Ушбу ишга иқтибос қилган ишлар

3 та иш

Иш: Modelling of extremal events in insurance and finance

1. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   МақолаFinancial Risk and Volatility ModelingStochastic Processes and their Applications20020 иқтибос

   ABIABI:AkademIndex/openalex/2002.article.000040

2. A parametric model fitting time to first event for overdispersed data: application to time to relapse in multiple sclerosis

   Paola Siri, Eric Henninger, Maria Pia Sormani

   МақолаStatistical Distribution Estimation and ApplicationsLifetime Data Analysis20110 иқтибос

   ABIABI:AkademIndex/openalex/2011.article.000212

3. Emerging markets and heavy tails

   Marat Ibragimov, Rustam Ibragimov, Paul Kattuman

   МақолаFinancial Risk and Volatility ModelingJournal of Banking & Finance20130 иқтибос

   ABIABI:AkademIndex/openalex/2013.article.000024