Modelling extremal events for insurance and finance /

Embrechts, Paul (1953- ).

Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch. - Corr. 2nd print. - Berlin : Springer, 1999. - XV, 648 s. : wykr. ; 24 cm. - Applications of Mathematics, 33 0172-4568 ; . - Applications of Mathematics 33 .

Bibliogr. s. 591-625.

3540609318


Matematyka finansowa.
Ubezpieczenie--matematyka.