Mikosch, Thomas.
Overview
| Works: | 1 works in 4 publications in 1 languages | |
|---|---|---|
Titles
Non-life insurance mathematicsan introduction with stochastic processes /
by:
Mikosch, Thomas.; SpringerLink (Online service)
(Electronic resources)
Elementary stochastic calculus with finance in view /
by:
Mikosch, Thomas.
(Language materials, printed)
Extreme value theory for time seriesmodels with power-law tails /
by:
Mikosch, Thomas.; SpringerLink (Online service); Wintenberger, Olivier.
(Electronic resources)
Modelling extremal events for insurance and finance /
by:
Embrechts, Paul, (1953-); Kl�uppelberg, Claudia, (1953-); Mikosch, Thomas.
(Language materials, printed)
Non-life insurance mathematicsan introduction with the Poisson process /
by:
Mikosch, Thomas.; SpringerLink (Online service)
(Electronic resources)
Stochastic models with power-law tailsthe equation X = AX + B /
by:
Buraczewski, Dariusz.; Damek, Ewa.; Mikosch, Thomas.; SpringerLink (Online service)
(Electronic resources)
Modelling extremal events for insurance and finance /
by:
Embrechts, Paul, (1953-); Klüppelberg, Claudia, (1953-); Mikosch, Thomas.
(Language materials, printed)
Levy processes :theory and applications /
by:
Barndorff-Nielsen, O. E.; Mikosch, Thomas.; Resnick, Sidney I.
(Language materials, printed)
Subjects
Insurance
Poisson processes.
Time-series analysis.
Levy processes.
Stochastic analysis.
Markov processes.
Probability Theory and Stochastic Processes.
Extreme value theory.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Applied Probability.
Business mathematics.
Stochastic processes.
Mathematical Statistics.