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High risk scenarios and extremes: a geometric approach/

Balkema, A. A.

High risk scenarios and extremes: a geometric approach/ Guus Balkema, Paul Embrechts. - Amsterdam: European Mathematical Society, 2007. - xiii, 375 p.; 24 cm. - Zürich lectures in advanced mathematics. .

Includes bibliographical references (p. ([361]-368) and index.

ISBN: 9783037190357 3037190353

Subjects--Topical Terms:
Multivariate analysis.
Extreme value theory.
Point processes.
Risk assessment--Mathematical models.

Dewey Class. No.: 516.3 / B186h

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