Modelling extremal events for insurance and finance
Author(s)
Bibliographic Information
Modelling extremal events for insurance and finance
（Stochastic modelling and applied probability, 33）
Springer, 2008
4th corr. print. and 8th print
- : alk. paper
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Note
Includes bibliographical references (p. [591]-625) and index
References include some articles issued in 1998-2000
Differs from <BA31014637> in series title
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"
