Springer, Ships with Tracking Number!
May not contain Access Codes or Supplements. May be ex-library. Buy with confidence, excellent customer service! We're sorry - this copy is no longer available. More tools Find sellers with multiple copies Add to want list.
Modelling Extremal Events : for Insurance and Finance
Didn't find what you're looking for? Add to want list.
Are you a frequent reader or book collector? Social responsibility Did you know that since , Biblio has used its profits to build 12 public libraries in rural villages of South America?
eslolecess.tk | Modelling Extremal Events | | Paul Embrechts | Boeken
A special order item has limited availability and the seller may source this title from another supplier. In this event, there may be a slight delay in shipping and possible variation in description.
Our Day return guarantee still applies. Bookseller Completion Rate This reflects the percentage of orders the seller has received and filled. Advanced Book Search Browse by Subject.
The Annals of Applied Probability
Make an Offer. Find Rare Books Book Value. Sign up to receive offers and updates: Subscribe. All Rights Reserved. The recent increasing interplay between actuarial and financial mathematics has led to a surge in risk theoretic modeling.
ISBN 13: 9783642082429
Especially actuarial ruin models under fairly general conditions on the underlying risk process have become a focus of attention. Motivated by applications such as the modeling of operational risk losses in financial risk management, we investigate the stability of classical asymptotic ruin estimates when claims are heavy, and this under variability of the claim intensity process. Various examples are discussed.
- An Introduction to Engineering Fluid Mechanics?
- News Best Books Modelling Extremal Events: for Insurance and Finance….
- Digital Signal Processing and Applications with the OMAP-L138 eXperimenter.
Source Ann. Zentralblatt MATH identifier Subjects Primary: 60E Infinitely divisible distributions; stable distributions 60G Stationary processes Secondary: 60K Applications congestion, allocation, storage, traffic, etc. Keywords Ruin probability heavy tails supremum negative drift insurance risk speed of mixing.
- Recommended for you.
- Main navigation!
- Modelling Extremal Events For Insurance And Finance (Stochastic Modelling And Applied Probability)?
Embrechts, Paul; Samorodnitsky, Gennady.