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scientific article; zbMATH DE number 1026574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1026574 |
Statements
24 June 1997
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risk theory
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modelling of extremal events
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insurance
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finance
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rare events
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examples
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ruin estimation
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sums of iid random variables
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central limit theorem
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law of large numbers
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functional central limit theorem
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order statistics
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records
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excesses over thresholds
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randomly indexed samples
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stationary sequences
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point processes
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time series with large fluctuations
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linear processes
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extremal index
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large claim index
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perpetuities
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ARCH processes
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reinsurance treaties
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