Multivariate extreme value statistics for risk assessment
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- Wang, Xing & Peng, Liang, 2016. "Inference for intermediate Haezendonck–Goovaerts risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 231-240.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-12-18 (Econometrics)
- NEP-RMG-2016-12-18 (Risk Management)
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