Risk measurement performance of alternative distribution functions

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ΕΚΤ item type

Journal part (EN)

Scientific article (EN)

EKT year

2008 (EN)

EKT historical period

Title

Risk measurement performance of alternative distribution functions

Creator

Bali, Turan G.

Theodossiou, Panayiotis

Type

Article

Subject

Box‐Cox‐GEV

Generalized Pareto distribution

Generalized extreme value distribution

Provider

Repository / collection

Ktisis

Subcollections

Άρθρα/Articles

Language

English

Issued

2008

Identifier

10.1111/j.1539-6975.2008.00266.x

Journal of Risk and Insurance, 2008, vol. 75, iss. 2, pp. 411 - 437

411

437

1539-6975

Created

2010-01-11T08:26:28Z

2015-12-08T08:57:06Z

2013-05-17T08:42:04Z

Rights