Rates of Convergence and Approximations to the Distribution of the Maximum of Chain-Dependent Sequences William P. McCormickLynne Seymour OriginalPaper Pages: 23 - 52
Robust Estimation of the Generalized Pareto Distribution Liang PengA.H. Welsh OriginalPaper Pages: 53 - 65
Rates in Approximations to Ruin Probabilities for Heavy-Tailed Distributions Thomas MikoschAlexander Nagaev OriginalPaper Pages: 67 - 78