Cargando…

Modelling Extremal Events : for Insurance and Finance /

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations, in financial data, stock-market shocks, risk management ...) play an increasingly important role. This much awaited book presents a comprehensive development of ext...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Embrechts, Paul
Otros Autores: Klüppelberg, Claudia, Mikosch, Thomas
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg, 1997.
Colección:Stochastic modelling and applied probability ; 33.
Temas:
Acceso en línea:Texto completo