<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>5</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Caeiro, F.</style></author><author><style face="normal" font="default" size="100%">Gomes, M.I.</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Probability weighted moments bootstrap estimation: a case study in the field of insurance</style></title><secondary-title><style face="normal" font="default" size="100%">Risk and Extreme Values in Insurance and Finance: Book of Abstracts</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2011</style></year></dates><urls><related-urls><url><style face="normal" font="default" size="100%">https://docentes.fct.unl.pt/sites/default/files/fac/files/rev2011_caeiro_gomes.pdf</style></url></related-urls></urls><publisher><style face="normal" font="default" size="100%">CEAUL</style></publisher><pub-location><style face="normal" font="default" size="100%">Lisbon</style></pub-location><pages><style face="normal" font="default" size="100%">27-30</style></pages></record></records></xml>