Thomas Mikosch Books
Non Life Insurance Mathematics
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...
Read More
Modelling Extremal Events for Insurance and Finance Stochastic Modelling and Applied Probability Book 33
By Thomas Mikosch, Claudia Kluppelberg, Paul Embrechts
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, ...)...
Read More