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Modelling Extremal Events

For Insurance And Finance

by Paul Embrechts, Thomas Mikosch e Claudia Kluppelberg
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, February of 2011 ‧
106,80€
74,76€
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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.

Modelling Extremal Events

For Insurance And Finance

by Paul Embrechts, Thomas Mikosch e Claudia Kluppelberg

Property Description
ISBN: 9783642082429
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: February of 2011
Language: English
Cover: Softcover
Pages: 648
Format: Book
Collection: Stochastic Modelling And Applied Probability
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783642082429