![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Pigeon Mathieu
Publisher: Taylor & Francis Ltd
ISSN: 0346-1238
Source: Scandinavian Actuarial Journal, Vol.2011, Iss.3, 2011-09, pp. : 177-192
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
On composite lognormal-Pareto models
Scandinavian Actuarial Journal, Vol. 2007, Iss. 1, 2007-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
By Bacry E.
Quantitative Finance, Vol. 13, Iss. 5, 2013-05 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
A Pareto scale-inflated outlier model and its Bayesian analysis
Scandinavian Actuarial Journal, Vol. 2015, Iss. 3, 2015-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
By Estrada Mariano Cortina Elsa FontÁn Constantino Fiori Javier
Review of Derivatives Research, Vol. 8, Iss. 1, 2005-06 ,pp. :