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:
Online Access:Connect to the full text of this electronic book
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by Embrechts, Paul, 1953-
Published 1997
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