-
8
-
-
0003998752
-
-
(Springer, New York, 1997)
-
P. Embrechts, C. Kluppelberg, T. Mikosch, Modelling Extremal Events for Insurance and Finance (Springer, New York, 1997).
-
Modelling Extremal Events for Insurance and Finance
-
-
Embrechts, P.1
Kluppelberg, C.2
Mikosch, T.3
-
29
-
-
0003520148
-
-
(Walterss-Noordhoff, Groningen, The Netherlands, 1971)
-
I. A. Ibragimov, Yu. V. Linnik, Independent and Stationary Sequences of Random Variables (Walterss-Noordhoff, Groningen, The Netherlands, 1971).
-
Independent and Stationary Sequences of Random Variables
-
-
Ibragimov, I.A.1
Linnik, Y.V.2
-
34
-
-
80052768489
-
-
edited by F. Diebold, N. Doherty, R. Herring (Princeton University Press, Princeton, 2010)
-
B. Mandelbrot, N. N. Taleb, in The known, the Unknown and the Unknowable in Financial Institutions, edited by F. Diebold, N. Doherty, R. Herring (Princeton University Press, Princeton, 2010), p. 47.
-
The known, the Unknown and the Unknowable in Financial Institutions
, pp. 47
-
-
Mandelbrot, B.1
Taleb, N.N.2
-
37
-
-
84891583957
-
-
(Wiley, New York, 2010)
-
C. Forbes, M. Evans, N. Hastings, B. Peacock, Statistical Distributions (Wiley, New York, 2010).
-
Statistical Distributions
-
-
Forbes, C.1
Evans, M.2
Hastings, N.3
Peacock, B.4
-
42
-
-
0004255286
-
-
(Dover, Mineola, 2004; originally published by Columbia University Press, 1958)
-
E. J. Gumbel, Statistics of Extremes (Dover, Mineola, 2004; originally published by Columbia University Press, 1958).
-
Statistics of Extremes
-
-
Gumbel, E.J.1
-
45
-
-
25444525295
-
-
(Wiley, New York, 2004)
-
J. Beirlant, Y. Goegebeur, J. Segers, J. Teugels, Statistics of Extremes: Theory and Applications (Wiley, New York, 2004).
-
Statistics of Extremes: Theory and Applications
-
-
Beirlant, J.1
Goegebeur, Y.2
Segers, J.3
Teugels, J.4
-
47
-
-
84892205330
-
-
(Birkhauser, Basel, 2007)
-
R. D. Reiss, M. Thomas, Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields (Birkhauser, Basel, 2007).
-
Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields
-
-
Reiss, R.D.1
Thomas, M.2
-
49
-
-
84873501240
-
Ingeniors Vetenskaps Akademiens
-
W. Weibull, Ingeniors Vetenskaps Akademiens, Stockholm, 151 (1939).
-
(1939)
Stockholm
, vol.151
-
-
Weibull, W.1
-
51
-
-
2142685609
-
-
(Wiley, New York, 2003)
-
D. N. P. Murthy, M. Xie, R. Jiang, Weibull Models (Wiley, New York, 2003).
-
Weibull Models
-
-
Murthy, D.N.P.1
Xie, M.2
Jiang, R.3
-
58
-
-
68949124966
-
-
(Wiley-Interscience, New York, 2006)
-
W. T. Coffey, Yu. P. Kalmykov, Fractals, Diffusions and Relaxation in Disordered Systems (Wiley-Interscience, New York, 2006).
-
Fractals, Diffusions and Relaxation in Disordered Systems
-
-
Coffey, W.T.1
Kalmykov, Y.P.2
-
75
-
-
78650571175
-
-
(Dover, Mineola, 2009; originally published by Freeman, 1991)
-
M. Schroeder, Fractals, Chaos, Power Laws: Minutes from an Infinite Paradise (Dover, Mineola, 2009; originally published by Freeman, 1991).
-
Fractals, Chaos, Power Laws: Minutes from an Infinite Paradise
-
-
Schroeder, M.1
-
76
-
-
0004287194
-
-
(Springer, New York, 1992)
-
H. O. Peitgen, H. Jurgens, D. Saupe, Chaos and Fractals (Springer, New York, 1992).
-
Chaos and Fractals
-
-
Peitgen, H.O.1
Jurgens, H.2
Saupe, D.3
|