保険と金融のための極限事象のモデリング
Modelling Extremal Events for Insurance and Finance
Stochastic Modelling and Applied Probability
Embrechts, Paul
Klueppelberg, Claudia
Mikosch, Thomas
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Bridges the gap between the existing theory and applications both from a probabilistic as well as from a statistical point of view. Numerous illustrations and extensive bibliography included.