Modelling extremal events for insurance and finance

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<namePart>Klüppelberg, Claudia</namePart>
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<dateIssued>2008</dateIssued>
<edition>4th. ed.</edition>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch</note>
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