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OBJECTIVES The main objective of this study was to develop a mathematical model for the characterization of diclofenac sodium diffusion from polyethylene oxide (PEO) matrices. A model was developed on the basis of the diffusion theory accounting for the characteristics of the polymer: swelling with subsequent dissolution in water. The(More)
Generalized Pareto distributions (GPD) are widely used for modeling excesses over high thresholds (within the framework of the POT-approach to modeling extremes). The aim of the paper is to give the review of the classical techniques for estimating GPD quantiles, and to apply these methods in finance-to estimate the Value-at-Risk (VaR) parameter, and(More)
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