Journal article

Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing


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Publication Details

Author list: Giuricich M, Burnecki K

Publisher: Elsevier

Publication year: 2019

Journal: Physica A: Statistical Mechanics and its Applications

Volume number: 525

Start page: 498

End page: 513

Total number of pages: 16

ISSN: 0378-4371

URL: https://www.journals.elsevier.com/physica-a-statistical-mechanics-and-its-applications


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Last updated on 2020-18-02 at 08:30