-
1
-
-
85120589053
-
-
1 S. Asmussen, Ruin probabilities, Advanced series on statistical science & applied probability, vol. 2, World Scientific Publishing Co. Inc., River Edge, NJ, 2000.
-
(2000)
, vol.2
-
-
Asmussen, S.1
-
2
-
-
0001449665
-
A new product growth for model consumer durables
-
2 F. M. Bass, A new product growth for model consumer durables, Management Sci 15 (1969), 215–227.
-
(1969)
Management Sci
, vol.15
, pp. 215-227
-
-
Bass, F.M.1
-
3
-
-
0003404269
-
An introduction to statistical modeling of extreme values
-
3 S. G. Coles, An introduction to statistical modeling of extreme values, Springer series in statistics. Springer, London, 2001.
-
(2001)
-
-
Coles, S.G.1
-
4
-
-
0000857049
-
Kernel estimates for the tail index of a distribution
-
4 S. Csörgő, P. Deheuvels, and D. Mason, Kernel estimates for the tail index of a distribution, Ann Statist 13 (1985), 1050–1077.
-
(1985)
Ann Statist
, vol.13
, pp. 1050-1077
-
-
Csörgő, S.1
Deheuvels, P.2
Mason, D.3
-
5
-
-
33747596082
-
An introduction to the theory of point processes, in: Elementary theory and methods
-
5 D. J. Daley, and D. Vere‐Jones, An introduction to the theory of point processes, vol. I: Elementary theory and methods, 2nd ed., New York, Springer, 2003.
-
(2003)
, vol.I
-
-
Daley, D.J.1
Vere‐Jones, D.2
-
6
-
-
0003998752
-
Modeling extreme events for insurance and finance
-
6 P. Embrechts, C. Kluppelberg, and T. Mikosch, Modeling extreme events for insurance and finance, Springer‐Verlag, Berlin, 1997.
-
(1997)
-
-
Embrechts, P.1
Kluppelberg, C.2
Mikosch, T.3
-
7
-
-
0001263124
-
A simple general approach to inference about the tail of a distribution
-
7 B. M. Hill, A simple general approach to inference about the tail of a distribution, Ann Statist 3 (1975), 1163–1174.
-
(1975)
Ann Statist
, vol.3
, pp. 1163-1174
-
-
Hill, B.M.1
-
8
-
-
0003741618
-
Invlap.m: A matlab function for numerical inversion of laplace transforms by the de Hoog algorithm, Technical report
-
8 K. J. Hollenbeck, Invlap.m: A matlab function for numerical inversion of laplace transforms by the de Hoog algorithm, Technical report, Technical University of Denmark, 1998, Available at: http://www.mathworks.fr/matlabcentral/link_exchange/MATLAB/Mathematics/.
-
(1998)
-
-
Hollenbeck, K.J.1
-
9
-
-
0036685407
-
Warranty reserves for non‐stationary sales processes
-
9 Shau‐Shiang Ja, Vidyadhar G. Kulkarni, Amitava Mitra, and Jayprakash G. Patankar, Warranty reserves for non‐stationary sales processes, Naval Res Logist 49 (2002), 499–513.
-
(2002)
Naval Res Logist
, vol.49
, pp. 499-513
-
-
Ja, Shau‐Shiang1
Kulkarni, Vidyadhar G.2
Mitra, Amitava3
Patankar, Jayprakash G.4
-
10
-
-
0004212801
-
Random measures
-
10 O. Kallenberg, Random measures, 3rd ed., Akademie‐Verlag, Berlin, 1983.
-
(1983)
-
-
Kallenberg, O.1
-
11
-
-
0000562848
-
The qq–estimator and heavy tails
-
11 M. Kratz, and S. I. Resnick, The qq–estimator and heavy tails, Stoch Models 12 (1996), 699–724.
-
(1996)
Stoch Models
, vol.12
, pp. 699-724
-
-
Kratz, M.1
Resnick, S.I.2
-
12
-
-
0000782528
-
Laws of large numbers for sums of extreme values
-
12 D. Mason, Laws of large numbers for sums of extreme values, Ann Probab 10 (1982), 754–764.
-
(1982)
Ann Probab
, vol.10
, pp. 754-764
-
-
Mason, D.1
-
13
-
-
0010083335
-
“Weak convergence of the Hill estimator process,” Extreme value theory and applications
-
13 D. Mason, and T. Turova, “Weak convergence of the Hill estimator process,” Extreme value theory and applications, J. Galambos, J. Lechner, and E. Simiu (Editors), Kluwer Academic Publishers, Dordrecht, Holland, 1994, pp. 419–432.
-
(1994)
, pp. 419-432
-
-
Mason, D.1
Turova, T.2
-
14
-
-
84997771370
-
Quantitative risk management: Concepts, techniques and tools
-
14 A. J. McNeil, R. Frey, and P. Embrechts, Quantitative risk management: Concepts, techniques and tools, Princeton University Press, Princeton, NJ, 2005.
-
(2005)
-
-
McNeil, A.J.1
Frey, R.2
Embrechts, P.3
-
15
-
-
0004142488
-
Extreme values, regular variation and point processes
-
15 S. I. Resnick, Extreme values, regular variation and point processes, Springer‐Verlag, New York, 1987.
-
(1987)
-
-
Resnick, S.I.1
-
16
-
-
0031512270
-
Heavy tail modeling and teletraffic data
-
16 S. I. Resnick, Heavy tail modeling and teletraffic data, Ann Statist 25 (1997), 1805–1869.
-
(1997)
Ann Statist
, vol.25
, pp. 1805-1869
-
-
Resnick, S.I.1
-
17
-
-
36849052202
-
Heavy tail phenomena: Probabilistic and statistical modeling
-
17 S. I. Resnick, Heavy tail phenomena: Probabilistic and statistical modeling, Springer series in operations research and financial engineering, Springer‐Verlag, New York, 2006.
-
(2006)
-
-
Resnick, S.I.1
-
18
-
-
0000701834
-
Smoothing the Hill estimator
-
18 S. I. Resnick, and C. Stărică, Smoothing the Hill estimator, Adv Appl Probab 29 (1997), 271–293.
-
(1997)
Adv Appl Probab
, vol.29
, pp. 271-293
-
-
Resnick, S.I.1
Stărică, C.2
-
19
-
-
0004189343
-
Stochastic processes for insurance and finance, Wiley series in probability and statistics
-
19 T. Rolski, H. Schmidli, V. Schmidt, and J. Teugels, Stochastic processes for insurance and finance, Wiley series in probability and statistics, Wiley, Chichester, 1999.
-
(1999)
-
-
Rolski, T.1
Schmidli, H.2
Schmidt, V.3
Teugels, J.4
|