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Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling Extremal Events [[electronic resource] ] : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling Extremal Events : for Insurance and Finance / / by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic models with power-law tails : the equation X = AX + B / / by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch
| Stochastic models with power-law tails : the equation X = AX + B / / by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch |
| Autore | Buraczewski Dariusz |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XV, 320 p. 9 illus., 5 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Statistics Economic theory Probability Theory and Stochastic Processes Statistics for Business, Management, Economics, Finance, Insurance Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-29679-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices. |
| Record Nr. | UNINA-9910254063903321 |
|
Buraczewski Dariusz
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||