Modelling Extremal Events: for Insurance and Finance
Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
In insurance and finance applications, questions involving extremal events play an important role. This book sets out to bridge the gap between existing theory and practical applications both from a probabilistic as well as statistical point of view.
Catégories:
Année:
1997
Editeur::
Springer
Langue:
english
ISBN 10:
3642334830
ISBN 13:
9783642334832
Collection:
Applications of Mathematics Stochastic Modelling and Applied Probability 33
Fichier:
PDF, 6.11 MB
IPFS:
,
english, 1997
Ce livre ne peut être téléchargé en raison d'une plainte du titulaire d'un droit