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Record Nr. |
UNICAMPANIAVAN00297510 |
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Autore |
Embrechts, Paul |
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Titolo |
Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch |
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Pubbl/distr/stampa |
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Berlin ; Heidelberg, : Springer, 1997 |
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Descrizione fisica |
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Altri autori (Persone) |
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Klüppelberg, Claudia |
Mikosch, Thomas |
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Soggetti |
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60-XX - Probability theory and stochastic processes [MSC 2020] |
60F05 - Central limit and other weak theorems [MSC 2020] |
60F17 - Functional limit theorems; invariance principles [MSC 2020] |
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
62-XX - Statistics [MSC 2020] |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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