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Dr. Katja Ignatieva - UNSW Business School
www.business.unsw.edu.au
Katja Ignatieva and Zinoviy Landsman (2015) Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Distributions. Insurance: Mathematics and Economics, vol. 65, pp (ABDC: A) 6. Katja Ignatieva, Paulo Rodrigues and Norman Seeger (2015) Empirical Analysis of Affine vs. Non ...
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