LEADER 01791nam 2200445 450 001 000015378 005 20050718115600.0 010 $a3-540-60931-8 100 $a20030725d1997----km-y0itay0103----ba 101 0 $aeng 102 $aDE 200 1 $aModelling extremal events$efor insurance and finance$fPaul Embrechts, Claudia Klüppelberg, Thomas Mikosch 210 $aBerlin [etc.]$cSpringer$dc1997 215 $aXV, 645 p.$cill.$d25 cm. 225 2 $aApplications of mathematics$v33 410 0$12001$aApplications of mathematics 606 $aMatematica finanziaria 606 $aMatematica attuariale 676 $a519.5$v(21. ed.)$9Probabilità e matematica applicata. Statistica matematica 691 $a60-01$9Probability theory and stochastic processes. Instructional exposition 691 $a62-01$9Statistics. Instructional exposition 691 $a60G70$9Stochastic processes. Extreme value theory; extremal processes 691 $a62P05$9Statistics. Applications. Applications to actuarial sciences and financial mathematics 700 1$aEmbrechts,$bPaul$028027 701 1$aKlüppelberg, Thomas Mikosch$bClaudia$0757154 701 1$aMikosch,$bThomas$028029 801 0$aIT$bUniversità della Basilicata - B.I.A.$gRICA$2unimarc 912 $a000015378 996 $aModelling extremal events$91527112 997 $aUNIBAS BAS $aMONSCI BAS $aSCIENZE CAT $aEXT002$b01$c20030725$lBAS01$h1621 CAT $c20050601$lBAS01$h1755 CAT $abatch$b01$c20050718$lBAS01$h1052 CAT $c20050718$lBAS01$h1111 CAT $c20050718$lBAS01$h1141 CAT $c20050718$lBAS01$h1156 FMT Z30 -1$lBAS01$LBAS01$mBOOK$1BASA5$ADipartimento Matematica$2GEN$BCollezione generale$3MAT$64585$5M4585$820030725$f51$FRiservati