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Modelling Extremal Events

for Insurance and Finance

Language EnglishEnglish
Book Paperback
Book Modelling Extremal Events Paul Embrechts
Libristo code: 01653275
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, February 2011
In insurance and finance applications, questions involving extremal events play an important role. T... Full description
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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.

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About the book

Full name Modelling Extremal Events
Author Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 648
EAN 9783642082429
ISBN 3642082424
Libristo code 01653275
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 906
Dimensions 155 x 238 x 35

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Banking
Economics, Finance, Business & Management > Finance & accounting > Finance > Insurance & actuarial studies
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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