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Multivariate extreme value statistics for risk assessment

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  • He, Yi

    (Tilburg University, School of Economics and Management)

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  • He, Yi, 2016. "Multivariate extreme value statistics for risk assessment," Other publications TiSEM 119cc8b9-5198-41d6-a648-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:119cc8b9-5198-41d6-a648-f72501cd4229
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    References listed on IDEAS

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    1. 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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