Modelling Extremal Events

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Modelling Extremal Events

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ISBN: 9783540609315
écrit par: Paul Embrechts / Claudia Klüppelberg / Thomas Mikosch
édition: Springer
date de publication: 2012
prix: USD 109.00
nombre de pages: 650

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for Insurance and Finance

Paul Embrechts / Claudia Klüppelberg   

résumé

"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

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