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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Embrechts, Paul
Autres auteurs: Klüppelberg, Claudia, Mikosch, Thomas
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg, 1997.
Collection:Stochastic modelling and applied probability ; 33.
Sujets:
Accès en ligne:Texto completo