Modelling of extremal events in insurance and finance (Q4289816)
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scientific article; zbMATH DE number 558395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling of extremal events in insurance and finance |
scientific article; zbMATH DE number 558395 |
Statements
Modelling of extremal events in insurance and finance (English)
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28 April 1994
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extreme value theory
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Pareto distributions
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ruin
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tail-estimation
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financial time series
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extremal events
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stochastic modelling
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insurance
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finance
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