Modelling and quantification of extreme risks

DOI10.1007/978-3-8348-8173-1_4zbMATH Open1282.91150OpenAlexW960567155MaRDI QIDQ2918921FDOQ2918921

Authors: Vicky Fasen, Claudia Klüppelberg 

Publication date: 1 October 2012

Published in: Facettenreiche Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-8348-8173-1_4

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to actuarial sciences and financial mathematics (62P05)

This page was built for publication: Modelling and quantification of extreme risks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2918921)