Modelling extremal events for insurance and finance

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Bibliographic Information

Title
"Modelling extremal events for insurance and finance"
Statement of Responsibility
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publisher
  • Springer
  • 4th corr. print. and 8th print
Publication Year
  • 2008
Book size
24 cm
Series Name / No
  • : alk. paper

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Notes

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

References include some articles issued in 1998-2000

Differs from <BA31014637> in series title

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