Info
Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch
| Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch |
| Autore | Embrechts, Paul |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | xv, 648 p. ; 24 cm |
| Altri autori (Persone) |
Klüppelberg, Claudia
Mikosch, Thomas |
| Soggetto non controllato |
Analysis
Extreme value theory Insurance Risk Mathematical Finance Modeling Quantitative Finance Sets Statistical Methods Tail estimation Time Series Analysis |
| ISBN | 978-35-406-0931-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00105508 |
Embrechts, Paul
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| Berlin ; Heidelberg, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch
| Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch |
| Autore | Embrechts, Paul |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | xv, 648 p. ; 24 cm |
| Altri autori (Persone) |
Klüppelberg, Claudia
Mikosch, Thomas |
| Soggetto topico |
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] |
| Soggetto non controllato |
Analysis
Extreme value theory Insurance Risk Mathematical Finance Modeling Quantitative Finance Sets Statistical Methods Tail estimation Time Series Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297510 |
|
Embrechts, Paul
|
||
| Berlin ; Heidelberg, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||