Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
Autore | Embrechts Paul |
Edizione | [Corr. 4. print.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (XV, 648 p.) |
Disciplina | 650/.01/513 |
Collana | Stochastic Modelling and Applied Probability |
Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
ISBN | 3-642-33483-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
Record Nr. | UNINA-9910480656103321 |
Embrechts Paul
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
Autore | Embrechts Paul |
Edizione | [Corr. 4. print.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (XV, 648 p.) |
Disciplina | 650/.01/513 |
Collana | Stochastic Modelling and Applied Probability |
Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
ISBN | 3-642-33483-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
Record Nr. | UNINA-9910792487203321 |
Embrechts Paul
![]() |
||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch |
Autore | Embrechts Paul |
Edizione | [Corr. 4. print.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (XV, 648 p.) |
Disciplina | 650/.01/513 |
Collana | Stochastic Modelling and Applied Probability |
Soggetto topico |
Actuarial science
Business mathematics Econometrics Economics, Mathematical Probabilities Finance Actuarial Sciences Business Mathematics Quantitative Finance Probability Theory and Stochastic Processes Finance, general |
ISBN | 3-642-33483-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics. |
Record Nr. | UNINA-9910826203603321 |
Embrechts Paul
![]() |
||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|