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The Modelling of Extreme Events. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 11 , Issue 3 , 01 August 2005 , pp. 558 - 572
Copyright
Copyright © Institute and Faculty of Actuaries 2005

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References

Reference

Mandelbrot, B.B. (1977). The fractal geometry of nature. Freeman, New York.Google Scholar

References

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Dembo, A. & Zeitouni, O. (1993). Large deviations techniques and applications, 2nd edition. Springer.Google Scholar
Jensen, J.L. (1995). Saddle point approximations. Oxford.CrossRefGoogle Scholar