Financial Mathematics Group

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1999
Mark On prediction intervals based on predictive likelihood or bootstrap methods.
Peter, Hall ; Liang, Peng and Tajvidi, Nader ^LU (1999) In Biometrika 86(4). p.871-880
- Contribution to journal › Article
1997
Mark Extreme value statistics and wind storm losses: a case study.
Holger, Rootzen and Tajvidi, Nader ^LU (1997) In Scandinavian Actuarial Journal 1997(1). p.70-94
- Contribution to specialist publication or newspaper › Specialist publication article
1996
Mark Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalise d Pareto Distributions
Tajvidi, Nader ^LU (1996)
- Thesis › Doctoral thesis (compilation)

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