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MODELLING EXTREMAL EVENTS FOR INSURANCE AND FINANCE

by Paul Embrechts; Claudia Kluppelberg; Thomas Mikosch

Published by Springer. 2003

Slightly better than very good condition. Applications of Mathematics 33. Yellow & red matt pictorial boards. Presenting a comprehensive treatment of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all standard models that occur in applications in insurance mathematics and mathematical finance.

Corrected fourth printing. Rear board lightly scuffed. Possible infrequent annotation not noticed in first inspection.

ISBN: 3540609318
Stock no. 1821073

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