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Actuarial modelling of extremal events using transformed generalized extreme value distributions and generalized pareto distributions

Thesis (Ph. D.)--Ohio State University, 2003. / Title from first page of PDF file. Document formatted into pages; contains x, 81 p.; also includes graphics (some col.). Includes abstract and vita. Advisor: Bostwick Wyman, Dept. of Mathematics. Includes bibliographical references (p. 80-81).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/55480802
Date January 2003
CreatorsHan, Zhongxian,
PublisherColumbus, Ohio : Ohio State University,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceConnect to this title online

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