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Approximating the Distribution of Pareto Sums · Study

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ArticleApproximating the Distribution of Pareto Sums

Ilya Zaliapin2005

Article2005

Approximating the Distribution of Pareto Sums

Ilya Zaliapin · Y. Y. Kagan · Frederic Paik Schoenberg

99 citations·0/0 files stored·Pure and Applied Geophysics

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

1994Modelling of extremal events in insurance and finance 2000Stable Paretian Models in Finance 1984Statistics of Deadly Quarrels, 1809-1949 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance 2003Handbook of heavy tailed distributions in finance

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Year2005

Typearticle

Published2005-05-18

VenuePure and Applied Geophysics

ISSN-L0033-4533

Languageen

Citations99

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s00024-004-2666-3

openalex_workW285266469

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