Modelling Extremal Events. For Insurance and Finance
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 a...
Uloženo v:
| Hlavní autoři: | , , |
|---|---|
| Médium: | Elektronický zdroj Kniha |
| Jazyk: | angličtina |
| Vydáno: |
Berlin, Germany; Heidelberg, Germany:
Springer,
1997.
|
| Vydání: | 1st. Edition. |
| Edice: | Stochastic Modelling and Applied Probability. Applications of Mathematics,
|
| Témata: | |
| On-line přístup: | Disponible online. |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Shrnutí: | 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. |
|---|---|
| Fyzický popis: | XV, 648 páginas. Online resource. |
| ISBN: | 978-3-540-60931-5 (Hardcover) 978-3-642-08242-9 (Softcover) 978-3-642-33483-2 (eBook) |
| DOI: | 10.1007/978-3-642-33483-2 |