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2,315H 2,592H TCI: 2,592H 5,000H 9: . oo 11 . oo 11 . oo ... · 2,315H 2,592H TCI: 2,592H 5,000H 9: . oo 11 . oo 11 . oo 2018/03 63 0134-24-0024 Fax 0134-24-3790 —kihinkan.jp

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Page 1: 2,315H 2,592H TCI: 2,592H 5,000H 9: . oo 11 . oo 11 . oo ... · 2,315H 2,592H TCI: 2,592H 5,000H 9: . oo 11 . oo 11 . oo 2018/03 63 0134-24-0024 Fax 0134-24-3790 —kihinkan.jp

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Risk Management with Extreme Value Theory · 2012-05-22 · o o oo oo oo oo oo oo oo oo oo oo oo oo oo o oo o o o o oo 5 10 50 100 0.0 0.2 0.4 0.6 0.8 1.0 x (on log scale) Fu(x-u)

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