Modelling Extremal Events
Claudia Kluppelberg, Paul Embrechts, Thomas Mikosch
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2011
145,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642082429
- ISBN-10
- 3642082424
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2011
- Publication date
- 2011-02-10
- Pages
- 648
- Dimensions
- 238x155x35
- Weight
- 906