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Englisch
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Beschreibung
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.
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.
Zusammenfassung
Includes supplementary material: [...]
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.
Details
Erscheinungsjahr: | 2011 |
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Fachbereich: | Allgemeines |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: |
xv
648 S. 100 s/w Illustr. |
ISBN-13: | 9783642082429 |
ISBN-10: | 3642082424 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: |
Embrechts, Paul
Mikosch, Thomas Klüppelberg, Claudia |
Auflage: | Softcover reprint of the original 1st edition 1997 |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 36 mm |
Von/Mit: | Paul Embrechts (u. a.) |
Erscheinungsdatum: | 10.02.2011 |
Gewicht: | 0,996 kg |