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Modelling extremal events for insurance and finance Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch.

By: Contributor(s): Material type: TextTextSeries: Applications of mathematics ; 33Publication details: New York : Springer, 2012.Description: xv, 648 p. : ill. ; 24 cmISBN:
  • 9783540609315 (Hb)
Other title:
  • Modelling extremal events
Subject(s): DDC classification:
  • 519 Em1M 23
LOC classification:
  • HF5691 .E46 1997
Online resources:
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Holdings
Item type Current library Collection Call number Status Notes Date due Barcode
Books Books Central Library, IISER Bhopal Reference Section Reference 519 Em1M (Browse shelf(Opens below)) Not For Loan Reserve 9359

Includes bibliographical references (p. [591]-624) and index.

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