, ,

Modelling Extremal Events

for Insurance and Finance

Gebonden Engels 2013 1e druk 9783540609315
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

Specificaties

ISBN13:9783540609315
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:648
Uitgever:Springer Berlin Heidelberg
Druk:1

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Reader Guidelines.- Risk Theory.- Fluctuations of Sums.- Fluctuations of Maxima.- Fluctuations of Upper Order Statistics.- An Approach to Extremes via Point Processes.- Statistical Methods for Extremal Events.- Time Series Analysis for Heavy-Tailed Processes.- Special Topics.

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Modelling Extremal Events