Modelling Extremal Events For Insurance and Finance |
|
| Author:
| Embrechts, Paul
Klüppelberg, Claudia
Mikosch, Thomas |
| Editor:
| Karatzas, I.
Yor, M. |
| Series title: | Stochastic Modelling and Applied Probability Ser. |
| ISBN: | 978-3-540-60931-5 |
| Publication Date: | Jun 1997 |
| Publisher: | Springer Berlin / Heidelberg
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $129.99 |
Book Description:
|
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.
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.