Modelling extremal events for insurance and finance

Author(s)

• Embrechts, Paul
• Klüppelberg, Claudia
• Mikosch, Thomas

Bibliographic Information

Modelling extremal events for insurance and finance

Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

（Stochastic modelling and applied probability, 33）

Springer, 2008

4th corr. print. and 8th print

• : alk. paper

Note

Includes bibliographical references (p. [591]-625) and index

References include some articles issued in 1998-2000

Differs from <BA31014637> in series title

Details

• NCID: BA91911150
• ISBN:
  • 9783540609315
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xv, 648 p.
• Size: 24 cm
• Classification:
  • NDC9 : 339.1
  • LCC : HF5691
  • DC21 : 650/.01/513
• Subject Headings:
  • LCSH : Business mathematics
  • LCSH : Insurance -- Mathematics
• Parent Bibliography ID:
  • BA70424457