Modelling extremal events for insurance and finance

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publication-
EditorsP. Embrechts, C. Klueppelberg, T. Mikosch
Place of PublicationHeidelberg
PublisherSpringer-Verlag
Number of pages3
Publication statusPublished - 1998
Externally publishedYes

Bibliographical note

Book review.

Research programs

  • EUR ESE 01

Cite this