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Modelling Extremal Events

Name: Modelling Extremal Events
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01566099
Price: 132.19 EUR
Availability: InStock
Author: Paul Embrechts
ISBN: 9783540609315

for Insurance and Finance

Paul Embrechts

Claudia Klüppelberg

Thomas Mikosch

Lingua

Inglese

Libro Rigido

Codice Libristo: 01566099

Casa editrice Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, giugno 1997

In insurance and finance applications, questions involving extremal events play an important role. T... Descrizione completa

Codice Libristo: 01566099

324 b

132.19 €

Presso l'editore su ordinazione Inviamo tra 17-27 giorni

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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.