Centro de Documentacion de Fundación MAPFRE - Modelling extremal events for insurance and finance

MAP20080014742

Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch. — 4th. ed. — Berlin : Springer, 2008

XV, 648 p. ; 24 cm . — (Stochastic modelling and applied probability ; 33)

Sumario: Risk theory -- Fluctuations of sums -- Fluctuations of maxima -- Fluctuations of upper order statistics -- An approach to extremes via point processes -- Statistical methods fro extremal events -- Time series analysis for heavy-tailed processes -- Special topics -- Appendix

1. Teoría del valor extremo . 2. Teoría del riesgo . 3. Análisis de riesgos . 4. Matemática del seguro . I. Klüppelberg, Claudia . II. Mikosch, Thomas . III. Stochastic modelling and applied probability ; 33 . IV. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6 EMB MOD — Record number: 046124

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