Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
Keywords
- Faculty of Science - Insurance mathemaics, Applied probability theory, Stochastic processes, Time series analysis, Extreme value theory
ID: 3696
Most downloads
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592
downloads
General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
567
downloads
Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
207
downloads
A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
Published