Extreme Value Mixture Modelling with Simulation Study and Applications in Finance and Insurance
Extreme value theory has been used to develop models for describing the distribution of rare events. The extreme value theory based models can be used for asymptotically approximating the behavior of the tail(s) of the distribution function. An important challenge in the application of such extreme...
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| Language: | en |
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University of Canterbury. Mathematics and Statistics
2013
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| Online Access: | http://hdl.handle.net/10092/8538 |