Thomas Mikosch
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Modelling Extremal Events: For Insurance and Finance (Stochastic Modelling and Applied Probability)
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas
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Non-Life Insurance Mathematics: An Introduction with the Poisson Process (Universitext)
Mikosch, Thomas
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Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (Universitext)
Mikosch, Thomas
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Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)
Buraczewski, Dariusz; Damek, Ewa; Mikosch, Thomas
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Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)
Mikosch, Thomas; Wintenberger, Olivier
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