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Heavy-Tailed Distributions: Data, Diagnostics, and New Developments

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  • Cooke, Roger M.

    (Resources for the Future)

  • Nieboer, Daan

Abstract

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  • Cooke, Roger M. & Nieboer, Daan, 2011. "Heavy-Tailed Distributions: Data, Diagnostics, and New Developments," RFF Working Paper Series dp-11-19, Resources for the Future.
    • Handle: RePEc:rff:dpaper:dp-11-19
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    File URL: http://www.rff.org/RFF/documents/RFF-DP-11-19.pdf
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    References listed on IDEAS

    as
    1. Smid, B. & Stam, A. J., 1975. "Convergence in distribution of quotients of order statistics," Stochastic Processes and their Applications, Elsevier, vol. 3(3), pages 287-292, July.
    2. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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    Cited by:

    1. Alexander Vinel & Pavlo A. Krokhmal, 2017. "Certainty equivalent measures of risk," Annals of Operations Research, Springer, vol. 249(1), pages 75-95, February.
    2. Bolandifar, Ehsan & DeHoratius, Nicole & Olsen, Tava, 2023. "Modeling abandonment behavior among patients," European Journal of Operational Research, Elsevier, vol. 306(1), pages 243-254.
    3. Marc N. Conte & David L. Kelly, 2016. "An Imperfect Storm: Fat-Tailed Hurricane Damages, Insurance and Climate Policy," Working Papers 2016-01, University of Miami, Department of Economics.
    4. Conte, Marc N. & Kelly, David L., 2018. "An imperfect storm: Fat-tailed tropical cyclone damages, insurance, and climate policy," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 677-706.

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