02425nam0 22005533i 450 VAN0029751020251006040626.458N978364233483220250826d1997 |0itac50 baengDE|||| |||||i e bcrModelling extremal events for insurance and financePaul Embrechts, Claudia Kluppelberg, Thomas MikoschBerlinHeidelbergSpringer1997xv, 648 p.24 cm001VAN000764902001 Stochastic modelling and applied probability210 New York [etc.]Springer3360-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60F05Central limit and other weak theorems [MSC 2020]VANC024652MF60F17Functional limit theorems; invariance principles [MSC 2020]VANC033628MF60G70Extreme value theory; extremal stochastic processes [MSC 2020]VANC030771MF62-XXStatistics [MSC 2020]VANC022998MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MFAnalysisKW:KExtreme value theoryKW:KInsurance RiskKW:KMathematical FinanceKW:KModelingKW:KQuantitative FinanceKW:KSetsKW:KStatistical MethodsKW:KTail estimationKW:KTime Series AnalysisKW:KBerlinVANL000066DEHeidelbergVANL000282EmbrechtsPaulVANV03773928027KlüppelbergClaudiaVANV08062728028MikoschThomasVANV04222228029Springer <editore>VANV108073650ITSOL20251010RICAhttps://doi.org/10.1007/978-3-642-33483-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00297510BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12388 08eMF12388 20250929 Modelling extremal events65887UNICAMPANIA