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Modelling Extremal Events
Home
Publications
Modelling Extremal Events
Modelling Extremal Events
PE
Paul Embrechts
Paul Embrechts
CK
Claudia Klüppelberg
Claudia Klüppelberg
TM
Thomas Mikosch
Thomas Mikosch
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1 January 1997
book
Published by
Springer Nature
https://doi.org/10.1007/978-3-642-33483-2
Abstract
No abstract available
Keywords
ANALYSIS
STATISTICAL METHODS
EXTREME VALUE THEORY
INSURANCE RISK
MATHEMATICAL FINANCE
MODELING
SETS
TAIL ESTIMATION
TIME SERIES ANALYSIS
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