Modelling Extremal Events - for Insurance and Finance
Reduzierte Artikel in dieser Kategorie
8,99 €
19,99 €
3,99 €
5,99 €
11,99 €
6,99 €
5,99 €
9,99 €
6,99 €
9,99 €
8,99 €
4,99 €
| Verlag | Springer |
| Auflage | 2011 |
| Seiten | 648 |
| Format | 15,7 x 3,7 x 23,5 cm |
| Gewicht | 974 g |
| Artikeltyp | Englisches Buch |
| Reihe | Stochastic Modelling and Applied Probability 33 |
| ISBN-10 | 3642082424 |
| EAN | 9783642082429 |
| Bestell-Nr | 64208242A |
In insurance and finance applications, questions involving extremal events play an important role. This book sets out to bridge the gap between existing theory and practical applications both from a probabilistic as well as statistical point of view.
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.
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.
