Modelling extremal events for insurance and finance
Paul Embrechts ; Claudia Klüppelberg ; Thomas Mikosch
| Year of publication: |
1997
|
|---|---|
| Authors: | Embrechts, Paul ; Klüppelberg, Claudia ; Mikosch, Thomas |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Versicherungsmathematik | Extremwertstatistik | Finanzmathematik |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XV, 645 S. : graph. Darst. |
|---|---|
| Series: | Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0172-4568. - Vol. 33 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 3-540-60931-8 |
| Classification: | Mathematische Statistik ; Angewandte Mathematik ; Methoden und Techniken der Betriebswirtschaft ; Banken, Versicherungen |
| Source: |
Persistent link: https://www.econbiz.de/10004307347