3 títulos para "Embrechts Paul"

Extremes and Integrated Risk Management.

Embrechts, Paul

Modelling Extremal Events For Insurance And Finance

Embrechts, Paul/Kluppelberg, Claudia/Mikosch, Thomas

Selfsimilar Processes

Embrechts, Paul

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the...