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 much awaited book presents a comprehensive development of ext...

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Bibliographic Details

Main Author:	Embrechts, Paul
Corporate Author:	SpringerLink (Online service)
Other Authors:	Klüppelberg, Claudia, Mikosch, Thomas
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1997.
Series:	Stochastic modelling and applied probability ; 33.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Economics > Statistics. Economics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book