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
Publication Year
  • c1997
Book size
24 cm

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Notes

Corrected 2nd printing 1999: xv, 648 p. ; references (p. [591]-625)

Corrected 3rd printing 2001: xv, 648 p. ; references (p. [591]-625)

Corrected 4th printing 2003: xv, 648 p. ; references (p. [591]-625)

Corrected 9th printing 2012: xv, 648 p. ; references (p. [591]-625)

Includes bibliographical references (p. [591]-624) and index

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