Modelling extremal events for insurance and finance
著者
書誌事項
Modelling extremal events for insurance and finance
（Applications of mathematics, 33）
Springer, c1997
大学図書館所蔵 件 / 全87件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Corrected 2nd printing 1999: xv, 648 p. ; references (p. [591]-625)
Corrected 3rd printing 2001: xv, 648 p. ; references (p. [591]-625)
Corrected 4th printing 2003: xv, 648 p. ; references (p. [591]-625)
Corrected 9th printing 2012: xv, 648 p. ; references (p. [591]-625)
Includes bibliographical references (p. [591]-624) and index
内容説明・目次
内容説明
"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
目次
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.
「Nielsen BookData」 より