Efficient algorithms for heavy-tail analysis under interval uncertainty
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DOI: 10.1007/s10479-011-0911-6
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- Alexander Vinel & Pavlo A. Krokhmal, 2017. "Certainty equivalent measures of risk," Annals of Operations Research, Springer, vol. 249(1), pages 75-95, February.
- Haijun Li & Susan Xu & Way Kuo, 2014. "Asymptotic analysis of simultaneous damages in spatial Boolean models," Annals of Operations Research, Springer, vol. 212(1), pages 139-154, January.
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Keywords
Heavy-tailed distributions; Interval uncertainty; Efficient algorithms; Hill estimator; Weissman estimator;All these keywords.
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