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Extremwertstatistik
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Modelling extremal events for insurance and finance
Embrechts, Paul
;
Klüppelberg, Claudia
;
Mikosch, Thomas
-
1997
Persistent link: https://www.econbiz.de/10004307347
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2
Pitfalls and opportunities in the use of extreme value theory in risk management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
-
1998
Persistent link: https://www.econbiz.de/10004340070
Saved in:
3
Extreme values in finance, telecommunications, and the environment
Finkenstädt, Bärbel
(
contributor
)
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2004
Persistent link: https://www.econbiz.de/10004465587
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4
Applications of extreme value theory in financial risk modelling
Reich, Christian Thomas
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2004
Persistent link: https://www.econbiz.de/10004792822
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5
Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
Jewson, Stephen
;
Brix, Anders
-
2005
Persistent link: https://www.econbiz.de/10004832423
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6
Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields
Reiss, Rolf-Dieter
(
contributor
); …
-
2007
-
3. ed.
Persistent link: https://www.econbiz.de/10004890361
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7
Extreme value theory im Risikomanagement
Zeder, Markus
-
2007
Persistent link: https://www.econbiz.de/10004899941
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