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

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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 : Tuesday, October 19, 2021 - 11:16:12 AM

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  • HAL Id : hal-02286984, version 1

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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⟩

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