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

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Conference papers
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https://hal.telecom-paristech.fr/hal-02286984
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Submitted on : Friday, September 13, 2019 - 4:26:51 PM
Last modification on : Thursday, October 17, 2019 - 12:37:02 PM

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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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