Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk
Crossref DOI link: https://doi.org/10.1007/s11009-020-09779-w
Published Online: 2020-03-03
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Martín-González, Ehyter Matías http://orcid.org/0000-0003-3824-699X
Kolkovska, Ekaterina Todorova
Murillo-Salas, Antonio
Text and Data Mining valid from 2020-03-03
Version of Record valid from 2020-03-03
Article History
Received: 23 August 2019
Revised: 30 December 2019
Accepted: 17 February 2020
First Online: 3 March 2020