Modelling extremal events for insurance and finance
Author(s)
Bibliographic Information
Modelling extremal events for insurance and finance
（Applications of mathematics, 33）
Springer, c1997
Available at / 87 libraries
-
No Libraries matched.
- Remove all filters.
Note
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
Description and Table of Contents
Description
"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
Table of Contents
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.
by "Nielsen BookData"
