Ebook: Modelling Extremal Events: for Insurance and Finance
Author: Embrechts Paul, Klüppelberg Claudia, Mikosch Thomas
- Tags: Distribution (Probability theory), Economics, Finance, Mathematics, Statistics, Economics -- Statistics
- Series: Applications of Mathematics Stochastic Modelling and Applied Probability 33
- Year: 1997
- Publisher: Springer
- City: Berlin;Heidelberg
- Language: English
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