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Estimation of Risk Measures
in Elliptical Distributions Update: The thesis is no longer available online. Please, send requests to torben@actuar.dk This page contains a copy of my thesis for the master degree in insurance mathematics from University of Copenhagen. The thesis was supervised by Professor Thomas Mikosch. Download: Thesis in PDF-format Thesis in PS-format Additional source code written in R and data files with intermediate and final results of the simulations can be downloaded here (36 MB). A slide show from the presentation is available here in PDF-format. Torben Brandt torben@actuar.dk |