Funder
Natural Science Foundation of Shanghai
National Science Foundation
National Natural Science Foundation of China
Simons Foundation
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference20 articles.
1. Residual lifetime at great age;Balkema;Annals of Probability,1974
2. A point process approach to value-at-risk estimation;Chavez-Demoulin;Quantitative Finance,2005
3. Extreme-quantile tracking for financial time series;Chavez-Demoulin;Journal of Econometrics,2014
4. Random weighted bootstrap method for recurrent events with informative censoring;Chiang;Lifetime Data Analysis,2005
5. Generalized Linear Models for Insurance Data;De Jong,2008
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献