Thomas Mikosch Books

Levy Processes
Levy Processes

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Non Life Insurance Mathematics
Non Life Insurance Mathematics

By Thomas Mikosch

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This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for...

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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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Levy Processes
Levy Processes

By Ole E. Barndorff Nielsen

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If you’ve ever purchased a product online or in a store, you’ve likely come across a barcode. Behind these barcodes lies a standardized system that makes modern commerce possible. Two key codes often encountered are the EAN (European Article Number) and ISBN (International Standard Book Number). But what are they, how are they connected, and why are they so crucial? Let’s explore.

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