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Modelling Extremal Events

Modelling Extremal Events

for Insurance and Finance

by Paul EmbrechtsThomas Mikosch and Claudia Klueppelberg
Paperback
Publication Date: 10/02/2011

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"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
ISBN:
9783642082429
9783642082429
Category:
Insurance & actuarial studies
Format:
Paperback
Publication Date:
10-02-2011
Language:
English
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country of origin:
Germany
Pages:
648
Dimensions (mm):
235x155x33mm
Weight:
2.03kg

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