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@bsdphk It is some time since i looked at this, so i don't have references handy. /on vacation/ - my starting point for extremes etc was Coles 2001: https://t.co/Dd4EaZAcft
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@nntaleb @gabriel_mathy @k1ug3 @ronanfitz22 @BrankoMilan ordered this book, which doesn't seem to have much about the consequences of ignoring the possibility that the underlying distribution is fat tailed, but will hopefully give me some background that w
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(保険・リスクの分野でよく使われるらしい)極値分布の良さそうな(有名な)本を探しているのだけど、どれも割と高い ...保険屋さんは儲かるらしい https://t.co/fqA9JXs4U1… https://t.co/QkD6NWSUmp