Modelling Extremal Events

P Embrechts, C. K., & Mikosch, T. (1997). Modelling Extremal Events.

Type

Unclassified

Intellectual base

Unclassified

Year

1997

DOI

10.1007/978-3-642-33483-2_2

Link

https://doi.org/10.1007/978-3-642-33483-2_2

Cited by

1 citation across 1 artifact.

Domain-specific

• Ruin theory
  • Ruin theory studies stochastic surplus processes and events where reserves fall below a specified solvency level.

Verification

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Registry ID ref:f23a9722d0cd · see in the full table