Claudia Kluppelberg Books

Complex Stochastic Systems (Monographs on Statistics and Applied Probability)
Complex Stochastic Systems (Monographs on Statistics and Applied Probability)

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"The study of complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growt...

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Risk A Multidisciplinary Introduction
Modelling Extremal Events for Insurance and Finance Stochastic Modelling and Applied Probability
Modelling Extremal Events
Modelling Extremal Events for Insurance and Finance Stochastic Modelling and Applied Probability Book 33
Modelling Extremal Events for Insurance and Finance Stochastic Modelling and Applied Probability Book 33

By Thomas Mikosch, Claudia Kluppelberg, Paul Embrechts

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Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations, in financial data, stock-market shocks, risk management, ...)...

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Modelling Extremal Events
Complex Stochastic Systems
Complex Stochastic Systems
Risk A Multidisciplinary Introduction
Risk a Multidisciplinary Introduction

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