Quantitative Methods for Risk Management
暂无分享,去创建一个
[1] R. Fisher,et al. Limiting forms of the frequency distribution of the largest or smallest member of a sample , 1928, Mathematical Proceedings of the Cambridge Philosophical Society.
[2] L. Haan,et al. Residual Life Time at Great Age , 1974 .
[3] J. Pickands. Statistical Inference Using Extreme Order Statistics , 1975 .
[4] Richard L. Smith. Estimating tails of probability distributions , 1987 .
[5] PAUL EMBRECHTS,et al. Modelling of extremal events in insurance and finance , 1994, Math. Methods Oper. Res..
[6] A. McNeil. Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory , 1997, ASTIN Bulletin.
[7] A. McNeil. Extreme Value Theory for Risk Managers , 1999 .