Modelling extremal events: for insurance and finance
Auteur :
Embrechts, Paul / Klüppelberg, Claudia / Mikosch, Thomas
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642082429
Date de publication :
10 févr. 2011
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role.