Resnick, Sidney I.

Heavy-tail phenomena : probabilistic and statistical modeling. Sidney I. Resnick. - New York, N.Y. : Springer, c2007. - xix, 404 p. : ill. ; - Springer series in operations research and financial engineering .


Extreme value theory--Mathematical models.
Distribution (Probability theory)--Mathematical models.
Finance--Mathematical models.

Heavy tail analysis

519.21 / RES