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Title:

Risk management with extreme value theory.

Document type:
Buchbeitrag
Author(s):
Klüppelberg, C.
Artist:
Finkenstädt, B. and Rootzén, H. (Eds)
Pages contribution:
101-168
Book title:
Finkenstädt, B. and Rootzén, H.: Extreme Values in Finance, Telecommunication and the Environment.
Publisher:
Chapman and Hall/CRC, Boca Raton
Year:
2004
Language:
en
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX