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The Peaks over Thresholds Method for Estimating High Quantiles of Loss Distributions Alexander J. McNeil & Thomas Saladin Departement Mathematik ETH Zentrum
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Document Date: 2006-09-27 08:41:11
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The Peaks over Thresholds Method for Estimating High Quantiles of Loss Distributions Alexander J. McNeil & Thomas Saladin Departement Mathematik ETH Zentrum