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

Edition: 4th. ed.Publication: Berlin : Springer, 2008Physical description: XV, 648 p. ; 24 cmSeries: (Stochastic modelling and applied probability ; 33)Notes: 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 -- AppendixMateria / lugar / evento: Teoría del valor extremo Teoría del riesgo Análisis de riesgos Matemática del seguro Otros autores: Klüppelberg, Claudia
Mikosch, Thomas
Secondary series: Stochastic modelling and applied probability ; 33 Other categories: 6

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