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...
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 |
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