Modelling Extremal Events for Insurance and Finance (Stochastic Modelling and Applied Probability)
Edition: 1st ed. 1997. Corr. 4th printing edition
Publisher: Springer
Published: October 15, 2004
Language: eng
Format: Hardcover
Number of pages: 655
ISBN-13: 9783540609315
Subjects: Economic statistics; Finance; Mathematical modelling; Insurance; Business & Economics; Business/Economics; Mathematics; Insurance - General; General; Management - General; Business & Economics / Finance; extreme value theory; insurance risk; mathematical finance; tail estimation; time series analysis; Business Mathematics
First sentence: For most of the problems treated in insurance mathematics, risk theory still provides the quintessential mathematical basis.