Embrechts / Klüppelberg / Mikosch Modelling Extremal Events

for Insurance and Finance
1997. 4th corr. printing and 9th printing
ISBN: 978-3-642-33483-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 33, 648 Seiten, eBook

Reihe: Stochastic Modelling and Applied Probability

"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

Zielgruppe

Research

Autoren/Hrsg.

Embrechts, Paul

Klüppelberg, Claudia

Mikosch, Thomas

Inhaltsverzeichnis

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.