High risk scenarios and extremes : a geometric approach

Author(s)

• Balkema, A. A. (August Aimé)
• Embrechts, Paul

Bibliographic Information

High risk scenarios and extremes : a geometric approach

Guus Balkema, Paul Embrechts

（Zurich lectures in advanced mathematics）

European Mathematical Society, c2007

Note

Includes bibliographical references (p. [361]-368) and index

Details

• NCID: BA83175923
• ISBN:
  • 9783037190357
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Zürich
• Pages/Volumes: xiii, 375 p.
• Size: 24 cm
• Classification:
  • LCC : QA278
• Subject Headings:
  • LCSH : Multivariate analysis
  • LCSH : Extreme value theory
  • LCSH : Point processes
  • LCSH : Risk assessment -- Mathematical models
• Parent Bibliography ID:
  • BA67980452