Intensity-based estimation of extreme loss event probability and value at risk

Michailidis, George, Stoev, Stilian, Hamidieh, Kamal . Applied Stochastic Models in Business and Industry 2013. 29 (3) :171-186

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Bibtex

@article{CIS-434998,
  Author = {Michailidis, George and Stoev, Stilian and Hamidieh, Kamal},
  Title = {Intensity-based estimation of extreme loss event probability and value at risk},
  Journal = {Applied Stochastic Models in Business and Industry},
  Volume = {29},
  Number = {3},
  Year = {2013},
  Pages = {171--186},
  Keywords = {}
}

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