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Modelling Extremal Events

19974,308 citationsBook

Authors

Paul Embrechts · ETH Zurich

Claudia Klüppelberg · Technical University of Munich

Thomas Mikosch · University of Copenhagen

Topics & Keywords

Insurance, Mortality, Demography, Risk Management Insurance and Financial Risk Management Financial Risk and Volatility Modeling

Publication Details

DOI: 10.1007/978-3-642-33483-2

Field-Weighted Citation Impact: 91.96

Modelling Extremal Events | Researchclopedia