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Approximation of aggregate and extremal losses within the very heavy tails framework
Mitov, Ivan K., Rachev, Svetlozar T., Fabozzi, Frank J.Volume:
10
Langue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697681003718414
Date:
December, 2010
Fichier:
PDF, 491 KB
english, 2010