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)