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High risk scenarios and extremes a geometric approach

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High risk scenarios and extremes a geometric approach

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

High risk scenarios and extremes a geometric approachab, Michael Struwc, Gisbert WiistholzMathematics in Zurich has a long and distinguished tradition, in which the writing of lecture notes volumes and r

esearch monographs play a prominent part. The Zurich Lectures in Advanced Mathematics series aims to make some of these publications better known to a High risk scenarios and extremes a geometric approach

wider audience. The series has three main constituents: lecture notes on advanced topics given by internationally renowned experts, graduate text boo

High risk scenarios and extremes a geometric approach

ks designed for the joint graduate program in Mathematics of the ETH and the University of Zurich, as well as contributions from researchers in reside

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

High risk scenarios and extremes a geometric approachers and students alike, who seek an informed introduction to important areas of current research.Previously published in this series:Yakov B. Pesin, L

ectures on partial hyperbolicity and stable ergodicity Sun-Yung Alice Chang, Non-linear Elliptic Equations in Conformal Geometry Sergei B. Kuksin, Ran High risk scenarios and extremes a geometric approach

domly forced nonlinear PDEs and statistical hydrodynamics in 2 space dimensions Pavel Etingof, Calogcro-Moscr systems and representation theoryPublish

High risk scenarios and extremes a geometric approach

ed with the support of the Hubcr-Kudlich-Stiftung, ZurichGuus BalkemaPaul EmbrechtsHigh RiskScenarios andExtremesA geometric approachEuropean ^Mathema

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

High risk scenarios and extremes a geometric approach. EmbrechtsDepartment ot MathematicsETII Zurich8092 ZurichSwitzerlandcm brcchts@ math.cthz.chI he cover shows part of the edge and of the convex hull

of a realization of the Gauss-exponential point process. I his point process may be used to model extremes in. tor instance, a bivariate Gaussian or h High risk scenarios and extremes a geometric approach

yperbolic distribution. Ihc underlying theory is treated in Chapter III.2000 Mathematics Subject Classification 6OG7O, 60F99, 9IB30, 91B7O, 620.32, (i

High risk scenarios and extremes a geometric approach

OGShISBN 978-3-03719-035-7The Swiss National Library lists this publication in The Swiss Book, the Swiss national bibliography, and the detailed bibli

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

High risk scenarios and extremes a geometric approachor part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduct

ion on microfilms or in other ways, and storage in data banks. For any kind of use permission uf the copyright owner must be obtained.€>2007 European High risk scenarios and extremes a geometric approach

Mathematical SocietyContact address:European Mathematical Society Publishing HouseSeminar tor Applied Mathematicsrril-7enlrum m C4Cl 1-8092 Zurich

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

Zurich Lectures in Advanced MathematicsEdited byErwin Bolthausen (Managing Editor). Freddy Delbaen, Thomas Kappeler (Managing Editor), Christoph Schwa

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