Skip to main content
PBS logo
 
 

Search - Modelling Extremal Events for Insurance and Finance (Stochastic Modelling and Applied Probability)

Modelling Extremal Events for Insurance and Finance (Stochastic Modelling and Applied Probability)
Modelling Extremal Events for Insurance and Finance - Stochastic Modelling and Applied Probability
Author: Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical applications both from a probabili...  more »
ISBN-13: 9783540609315
ISBN-10: 3540609318
Publication Date: 10/15/2004
Pages: 655
Rating:
  ?

0 stars, based on 0 rating
Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 0
Reviews: Amazon | Write a Review


Genres: