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20112019
most citedA multivariate piecing-together approach with an application to operational loss data

17 citations · 88 across the 18 of their papers we have counts for

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math.PR2016

An Offspring of Multivariate Extreme-Value Theory: The Max-Characteristic Function

Michael Falk, Gilles Stupfler

This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vecto…