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Submitted on : Friday, September 13, 2019 - 4:26:51 PM Last modification on : Wednesday, September 30, 2020 - 8:54:15 AM
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⟩