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Browsing by Author Embrechts, P.

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PreviewIssue DateTitleAuthor(s)
Sep-1996How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the MomentsEmbrechts, P.; Samorodnitsky, G.; Dacorogna, M. M.; Muller, U. A.
Sep-2001Ruin problem, operational risk and how fast stochastic processes mixEmbrechts, P.; Samorodnitsky, G.
Dec-2002Ruin theory revisited: stochastic models for operational riskEmbrechts, P.; Samorodnitsky, G.
Jan-1996Sample Quantiles of Heavy Tailed Stochastic ProcessesEmbrechts, P.; Samorodnitsky, G.
Showing results 1 to 4 of 4


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