Modelling extremal events for insurance and finance
By: Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch.
Contributors: Klüppelberg, Claudia, 1953-; Mikosch, Thomas.
Series: Applications of mathematics,; 33
Publisher: Springer
Published: 1997
Place of publication: New York
Language: eng
Number of pages: 645
Subjects: Business mathematics; Insurance -- Mathematics
Other titles: Modelling extremal events
Notes: Includes bibliographical references (p. [591]-624) and index.