Mikosch, Thomas.
Overview
| Works: | 1 works in 2 publications in 1 languages | |
|---|---|---|
Titles
Non-life insurance mathematics = an introduction with the Poisson process /
by:
Mikosch, Thomas.; SpringerLink (Online service)
(Language materials, printed)
Extreme value theory for time series = models with power-law tails /
by:
Mikosch, Thomas.; SpringerLink (Online service); Wintenberger, Olivier.
(Language materials, printed)
Stochastic models with power-law tails = the equation X = AX + B /
by:
Mikosch, Thomas.; SpringerLink (Online service); Buraczewski, Dariusz.; Damek, Ewa.
(Language materials, printed)
Non-life insurance mathematics = an introduction with stochastic processes /
by:
Mikosch, Thomas.; SpringerLink (Online service)
(Language materials, printed)
Stochastic Models with Power-Law Tails = The Equation X = AX + B /
by:
Buraczewski, Dariusz.; Damek, Ewa.; Mikosch, Thomas.; SpringerLink (Online service)
(Language materials, printed)
, [http://id.loc.gov/vocabulary/relators/aut]
Subjects
Stochastic processes.
Markov processes.
Extreme value theory.
Quantitative Finance.
Mathematics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematical Statistics.
Probability Theory and Stochastic Processes.
Economic theory.
Applied Probability.
Statistics for Business, Management, Economics, Finance, Insurance.
Poisson processes.
Insurance
Time-series analysis.
Stochastic analysis.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Probabilities.
Statistics .