Modelling extremal events for insurance and finance

Embrechts, Paul.

Modelling extremal events for insurance and finance Modelling extremal events Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch. - New York : Springer, 2012. - xv, 648 p. : ill. ; 24 cm. - Applications of mathematics, 33 0172-4568 ; .

Includes bibliographical references (p. [591]-624) and index.

9783540609315 (Hb) = ES-reference book collection

97012308


Business mathematics.
Insurance--Mathematics.

HF5691 / .E46 1997

519 Em1M



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