1.
A Model of Conditional VaR of High Frequency Extreme Value Based on Generalized Extreme Value Distribution;
基于广大极值分布的高频极值条件VaR模型
2.
The Computation of VaR Based on the Normal Inverse Gamma Distribution and General Extreme Value Distribution;
基于正则逆Gamma分布和广义极值分布的VaR计算
3.
Multivariate Compound Extreme Value Distribution Theory and Its Engineering Applications;
多维复合极值分布理论及其工程应用
4.
The Extreme Value Distribution for Levy Process of Classical Risk Model;
古典风险模型中列维过程的极值分布
5.
A EXTREME VALUE DISTRIBUTION ON A RENEWAL RISK MODEL WITH INTEREST FORCE;
带息力更新风险模型的一个极值分布
6.
Computing VaR and ES Based-on EVT;
基于极值分布理论的VaR与ES度量
7.
Estimation and Research of Extreme Value Index of the General Extreme Value Distribution in the Stock Market;
股票市场中的广义极值分布的极值指数的估计和研究
8.
Estimation of Parameter in the Case of Zero-failure Data in the Extreme-value Distribution;
极值分布下无失效数据的可靠性参数估计
9.
An Introduction to the Theory and Applications in Climatology of Extreme Value Distribution;
极值分布模型及其在气象领域的初步应用
10.
Extreme Value Distribution of Geological Data and Its Application in Gejiu Tin Ore Deposits
个旧锡矿区地质数据的极值分布和应用研究
11.
Stochastic Comparisons of Random Variables from Extreme Value Distribution of Type Ⅰ
Ⅰ型极值分布随机变量的随机比较(英文)
12.
Application of extremal distribution to natural risk prediction of construction project
极值分布在建设项目自然风险预测中的应用
13.
limiting distribution of ratio estimate
比率估计值的极限分布
14.
The GDP Model and A Study of Stock Price Returns Using Extremal Measure;
GDP分布模型与股票收益率的极值分析
15.
Analysis on Multiple Component Extremes Distribution for Hydrology Statistics;
多项分布极值水文统计理论应用研究
16.
Dispersed Random Variables Extreme Value in Common Sequence of Distributions;
离散型随机变量常见分布列中的极值
17.
The Extreme Value Distribution for the High Price and Low Price of Stocks;
股票最高价、最低价的极端值分布函数
18.
Extreme Quantile Estimation for Heavy-tailed Distribution and A Study of Extremal Risk Measurement;
厚尾分布的极值分位数估计与极值风险测度研究