Embrechts, Paul

Modelling extremal events for insurance and finance Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch. - Berlin : Springer-Verlag , 1997. - xv, 645 pages : illustrations ; 24 cm. - Applications of mathematics 33. .

Cover title : Modelling extremal events.

p. 591-645

3540609318 RM181.88


Extreme value theory
Extremal problems (Mathematics)