Coverart for item
The Resource Modelling extremal events for insurance and finance, Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

Modelling extremal events for insurance and finance, Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

Label
Modelling extremal events for insurance and finance
Title
Modelling extremal events for insurance and finance
Statement of responsibility
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Creator
Contributor
Subject
Language
eng
Member of
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Embrechts, Paul
Illustrations
illustrations
LC call number
HF5691
LC item number
.E46 1997
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1953-
http://library.link/vocab/relatedWorkOrContributorName
  • Klüppelberg, Claudia
  • Mikosch, Thomas
Series statement
Applications of mathematics. Stochastic modelling and probability
Series volume
33
http://library.link/vocab/subjectName
  • Business mathematics
  • Insurance
Label
Modelling extremal events for insurance and finance, Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [591]-624) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Risk Theory -- 2. Fluctuations of Sums -- 3. Fluctuations of Maxima -- 4. Fluctuations of Upper Order Statistics -- 5. An Approach to Extremes via Point Processes -- 6. Statistical Methods for Extremal Events -- 7. Time Series Analysis for Heavy-Tailed Processes -- 8. Special Topics
Control code
3540609318
Dimensions
24 cm.
Extent
xv, 645 p.
Isbn
9783540609315
Lccn
97012308
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Modelling extremal events for insurance and finance, Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publication
Bibliography note
Includes bibliographical references (p. [591]-624) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Risk Theory -- 2. Fluctuations of Sums -- 3. Fluctuations of Maxima -- 4. Fluctuations of Upper Order Statistics -- 5. An Approach to Extremes via Point Processes -- 6. Statistical Methods for Extremal Events -- 7. Time Series Analysis for Heavy-Tailed Processes -- 8. Special Topics
Control code
3540609318
Dimensions
24 cm.
Extent
xv, 645 p.
Isbn
9783540609315
Lccn
97012308
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

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