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 book sets out to bridge the gap between the existing theory a...

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Detalles Bibliográficos
Autores principales: Embrechts, Paul (Autor), Klüppelberg, Claudia (Autor), Mikosch, Thomas (Autor)
Formato: Electrónico Libro
Lenguaje:inglés
Publicado: Berlin, Germany; Heidelberg, Germany: Springer, 1997.
Edición:1st. Edition.
Colección:Stochastic Modelling and Applied Probability. Applications of Mathematics,
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Acceso en línea:Disponible online.
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