학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 54 p. ]
일반화된 극치분포; 초과치의 분포; 위기상황분석; 극치이론; 일반화된 파레토분포; peak over threshold; block maxima method; stress testing; extreme value theory
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