Skip to Main content Skip to Navigation
Conference papers

Extreme values statistics for Markov chains with applications to Finance and Insurance

Stéphan Clémençon 1, 2 P. Bertail 3, 1, 2 Charles Tillier 
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
2 TSI - Département Traitement du Signal et des Images
3 CREST - Centre de Recherche en Économie et Statistique
Document type :
Conference papers
Complete list of metadata
https://hal.telecom-paris.fr/hal-02286984
Contributor : TelecomParis HAL Connect in order to contact the contributor
Submitted on : Friday, September 13, 2019 - 4:26:51 PM
Last modification on : Saturday, June 25, 2022 - 11:05:19 AM

Identifiers

  • HAL Id : hal-02286984, version 1

Collections

X | INSTITUT-TELECOM | CNRS | INSMI | PARISTECH | X-CREST | LTCI | IDS | S2A

Citation

Stéphan Clémençon, P. Bertail, Charles Tillier. Extreme values statistics for Markov chains with applications to Finance and Insurance. Extreme Events in Finance, Dec 2014, ROYAUMONT, ASNIÈRES SUR OISE, France. ⟨hal-02286984⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

43