The modeling of stochastic dependence is fundamental for understanding random systems evolving in...

This book provides the most comprehensive treatment of the theoretical concepts and modelling tec...

Both in insurance and in finance applications, questions involving extremal events (such as large...

Explore the concept of risk through numerous examples and their statistical modeling, traveling f...

Both in insurance and in finance applications, questions involving extremal events (such as large...

The modeling of stochastic dependence is fundamental for understanding random systems evolving in...

Both in insurance and in finance applications, questions involving extremal events (such as large...

Praise for the previous edition: 'McNeil, Frey, and Embrechts present a wide-ranging yet remarkab...

'Explore the understanding and statistical modeling of risk with this accessible book that requir...

'Explore the understanding and statistical modeling of risk with this accessible book that requir...