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Modelling of extremal events in insurance and finance

19943,528 citationsBook

Authors

Paul Embrechts · ETH Zurich

Hanspeter Schmidli · University of Groningen

Topics & Keywords

Financial Risk and Volatility Modeling Stochastic processes and financial applications Probability and Risk Models

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Mathematical Methods of Operations Research

Volume 39, Issue 1, pp. 1-34

DOI: 10.1007/bf01440733

Field-Weighted Citation Impact: 5.97

Modelling of extremal events in insurance and finance | Researchclopedia