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

Stéphan Clémençon; P. Bertail; Charles Tillier

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

Domain :

Mathematics [math] / Probability [math.PR]

Complete list of metadatas

https://hal.telecom-paris.fr/hal-02286984
Contributor : Telecomparis Hal <>
Submitted on : Friday, September 13, 2019 - 4:26:51 PM
Last modification on : Wednesday, September 30, 2020 - 8:54:15 AM

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

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

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