Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Main Author
Embrechts, Paul
Coauthor
Klüppelberg, Claudia
Mikosch, Thomas
Country
Alemanha.
Publication
erlin : Springer, imp. 2003
Description
XV, 648 p. :
il. ;
24 cm
Series
Applications of mathematics , 33 , 0172-4568
ISBN
3-540-60931-8
CDU
330.4
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