| 書目名稱 | Modelling Extremal Events |
| 副標題 | for Insurance and Fi |
| 編輯 | Paul Embrechts,Claudia Klüppelberg,Thomas Mikosch |
| 視頻video | http://file.papertrans.cn/637/636485/636485.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Stochastic Modelling and Applied Probability |
| 圖書封面 |  |
| 描述 | Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical applications both from a probabilistic as well as from a statistical point of view. Whatever new theory is presented is always motivated by relevant real-life examples. The numerous illustrations and examples, and the extensive bibliography make this book an ideal reference text for students, teachers and users in the industry of extremal event methodology. |
| 出版日期 | Book 1997 |
| 關(guān)鍵詞 | Analysis; Statistical Methods; extreme value theory; insurance risk; mathematical finance; modeling; sets; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-33483-2 |
| isbn_softcover | 978-3-642-08242-9 |
| isbn_ebook | 978-3-642-33483-2Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 1997 |
|Archiver|手機版|小黑屋|
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