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Viser: Modelling Extremal Events - For Insurance and Finance
Modelling Extremal Events
For Insurance and Finance
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch, I. Karatzas og M. Yor
(1997)
Sprog: Engelsk
Springer Berlin / Heidelberg
1.292,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.
Detaljer om varen
- 1. Udgave
- Hardback: 650 sider
- Udgiver: Springer Berlin / Heidelberg (Juni 1997)
- Forfattere: Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch, I. Karatzas og M. Yor
- ISBN: 9783540609315
"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
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.
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