| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260001616 |
| 003 | | | MAP |
| 005 | | | 20260130103244.0 |
| 008 | | | 260129e20250129bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20140024575$aIgnatieva, Katja |
| 245 | 1 | 0 | $aTail variance for generalised hyper-elliptical models$cKatja Ignatieva and Zinoviy Landsman |
| 520 | | | $aThis paper introduces a novel theoretical framework that offers a closed-form expression for the tail variance (TV) for the novel family of generalised hyper-elliptical (GHE) distributions. The GHE family combines an elliptical distribution with the generalised inverse Gaussian (GIG) distribution, resulting in a highly adaptable and powerful model |
| 650 | | 4 | $0MAPA20080602437$aMatemática del seguro |
| 650 | | 4 | $0MAPA20080604394$aValoración de riesgos |
| 650 | | 4 | $0MAPA20080615611$aTeoría del valor extremo |
| 650 | | 4 | $0MAPA20080621285$aDistribuciones estadísticas |
| 650 | | 4 | $0MAPA20090039629$aRiesgo actuarial |
| 650 | | 4 | $0MAPA20250003316$aGestión de riesgos |
| 700 | 1 | | $0MAPA20110013387$aLandsman, Zinoviy |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g29/01/2025 Volume 55 Issue 1 - January 2025 , p. 144 - 167$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
