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author_facet:"Shevchenko, Pavel V."
product_txtF_mv:"O'Reilly"
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Advances in heavy tailed risk modeling : a handbook of operational risk
by
Peters, Gareth W.
,
Shevchenko, Pavel V.
Published 2015
John Wiley & Sons
Table of Contents:
“
... Estimation Under the Peaks Over Threshold Approach via the Generalized
Pareto
Distribution
-- 2.6.1 Maximum...
”
Call Number:
HD61
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368 - Insurance
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658 - General management
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Author
Peters, Gareth W.
1
Shevchenko, Pavel V.
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