Estudio de eventos extremos enfocado a seguros y finanzas

Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value theory applied to financial problems has only...

• 1. autor: Mejía , Klever (author)
• Kolejni autorzy: Uquillas, Adriana (author)
• Format: article
• Język: spa
• Wydane: 2004
• Hasła przedmiotowe: modelización estadística; valores extremos
• Dostęp online: https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/239