The time of ultimate recovery in Gaussian risk model

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Serval ID
serval:BIB_DB6C77611469
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
The time of ultimate recovery in Gaussian risk model
Journal
Extremes
Author(s)
Debicki Krzysztof, Liu Peng
ISSN
1386-1999
1572-915X
Publication state
Published
Issued date
09/2019
Peer-reviewed
Oui
Volume
22
Number
3
Pages
499-521
Language
english
Keywords
Statistics and Probability, Engineering (miscellaneous), Economics, Econometrics and Finance (miscellaneous)
OAI-PMH
oai:serval.unil.ch:BIB_DB6C77611469
DOI
10.1007/s10687-019-00343-5
Web of science
000477066100006
Create date
06/02/2019 16:53
Last modification date
21/08/2019 5:17
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