Modelling Extremal Events. By P. Embrechts, C. Kluppelberg and T. Mikosch (Springer-Verlag, 1997)

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Type: Reviews
Information: British Actuarial Journal , Volume 5 , Issue 2 , 01 June 1999 , pp. 465

DOI: https://doi.org/10.1017/S1357321700000532 [Opens in a new window]

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Modelling Extremal Events. By P. Embrechts, C. Kluppelberg and T. Mikosch (Springer-Verlag, 1997)

Volume 5, Issue 2
S. Zachary
DOI: https://doi.org/10.1017/S1357321700000532

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Modelling Extremal Events. By P. Embrechts, C. Kluppelberg and T. Mikosch (Springer-Verlag, 1997)

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