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Date: 2012-06-19 04:46:18Generalized extreme value distribution Estimation theory Normal distribution Standard deviation Variance Statistical hypothesis testing Pareto distribution Skewness Extreme value theory Statistics Data analysis Actuarial science | Title: Value-at-Risk Modeling via the Peaks-Over-Threshold ApproachAdd to Reading ListSource URL: www.bsp.gov.phDownload Document from Source WebsiteFile Size: 766,27 KBShare Document on Facebook |