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)

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