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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Embrechts, Paul (Egilea), Klüppelberg, Claudia (Egilea), Mikosch, Thomas (Egilea)
Formatua: Baliabide elektronikoa Liburua
Hizkuntza:ingelesa
Argitaratua: Berlin, Germany; Heidelberg, Germany: Springer, 1997.
Edizioa:1st. Edition.
Saila:Stochastic Modelling and Applied Probability. Applications of Mathematics,
Gaiak:
Sarrera elektronikoa:Disponible online.
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