Modelling extremal events for insurance and finance

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<dc:creator>Embrechts, Paul</dc:creator>
<dc:creator>Klüppelberg, Claudia</dc:creator>
<dc:creator>Mikosch, Thomas</dc:creator>
<dc:date>2008</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/101852.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Springer</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Teoría del valor extremo</dc:subject>
<dc:subject xml:lang="es">Teoría del riesgo</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Modelling extremal events for insurance and finance</dc:title>
<dc:format xml:lang="es">XV, 648 p. ; 24 cm</dc:format>
<dc:relation xml:lang="es">Stochastic modelling and applied probability ; 33</dc:relation>
</rdf:Description>
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