- 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