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Modelling Extremal Events : for Insurance and Finance - Paul Embrechts
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Paul Embrechts:

Modelling Extremal Events : for Insurance and Finance - Livro de bolso

2011, ISBN: 3642082424

[EAN: 9783642082429], Neubuch, [SC: 0.0], [PU: Springer Berlin Heidelberg], ANALYSIS; STATISTICALMETHODS; EXTREMEVALUETHEORY; INSURANCERISK; MATHEMATICALFINANCE; MODELING; SETS; TAILESTIM… mais…

NEW BOOK. Custos de envio:Versandkostenfrei. (EUR 0.00) AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
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Embrechts, Paul, and Kluppelberg, Claudia, and Mikosch, Thomas:

Modelling Extremal Events: for Insurance and Finance - Livro de bolso

2011, ISBN: 9783642082429

Paperback, New., 648 p. Stochastic Modelling and Applied Probability , 33. XV, 648 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Per… mais…

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Embrechts, Paul:
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33)) Paperback - Livro de bolso

2011

ISBN: 3642082424

[EAN: 9783642082429], Neubuch, [PU: Springer], Books

NEW BOOK. Custos de envio: EUR 8.83 booksXpress, Freehold, NJ, U.S.A. [71410708] [Rating: 4 (von 5)]
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Embrechts; Paul:
Modelling Extremal Events : for Insurance and Finance - Livro de bolso

2011, ISBN: 3642082424

[EAN: 9783642082429], Neubuch, [PU: Springer], PRINT ON DEMAND Book; New; Fast Shipping from the UK., Books

NEW BOOK. Custos de envio: EUR 1.76 Ria Christie Collections, Uxbridge, United Kingdom [59718070] [Rating: 5 (von 5)]
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Embrechts, Paul:
Modelling Extremal Events: for Insurance and Finance - Livro de bolso

2011, ISBN: 9783642082429

PF, Neubuch, BRAND NEW BOOK! Shipped within 24-48 hours. Normal delivery time is 5-12 days., [PU: Springer]

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Modelling Extremal Events

"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

Dados detalhados do livro - Modelling Extremal Events


EAN (ISBN-13): 9783642082429
ISBN (ISBN-10): 3642082424
Livro de capa dura
Livro de bolso
Ano de publicação: 2011
Editor/Editora: Springer Berlin
668 Páginas
Peso: 0,994 kg
Língua: eng/Englisch

Livro na base de dados desde 2011-02-01T16:05:50+00:00 (Lisbon)
Página de detalhes modificada pela última vez em 2022-07-12T00:31:40+01:00 (Lisbon)
Número ISBN/EAN: 9783642082429

Número ISBN - Ortografia alternativa:
3-642-08242-4, 978-3-642-08242-9
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: embrechts, claudia paul, miko, mikos, thomas mikosch, klüppel
Título do livro: probability, modell, mode, eve, event, stochastic, modelling the, mikosch, modelling extremal events


Dados da editora

Autor: Paul Embrechts
Título: Stochastic Modelling and Applied Probability; Modelling Extremal Events - for Insurance and Finance
Editora: Springer; Springer Berlin
648 Páginas
Ano de publicação: 2011-02-10
Berlin; Heidelberg; DE
Impresso / Feito em
Língua: Inglês
120,99 € (DE)

BC; Hardcover, Softcover / Mathematik/Sonstiges; Versicherung und Versicherungsmathematik; Verstehen; Analysis; Statistical Methods; extreme value theory; insurance risk; mathematical finance; modeling; sets; tail estimation; time series analysis; quantitative finance; Actuarial Mathematics; Business Mathematics; Econometrics; Mathematics in Business, Economics and Finance; Probability Theory; Financial Economics; Wirtschaftsmathematik und -informatik, IT-Management; Ökonometrie und Wirtschaftsstatistik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Finanzenwesen und Finanzindustrie; BB

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 much awaited book presents a comprehensive development of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all models which standardly occur in applications in insurance mathematics and mathematical finance. Both probabilistic and statistical methods are discussed in detail, with such topics as ruin theory for large claim models, fluctuation theory of sums and extremes of iid sequences, extremes in time series models, point process methods, statistical estimation of tail probabilities. Besides summarising and bringing together known results, the book also features topics that appear for the first time in textbook form, including the theory of subexponential distributions and the spectral theory of heavy-tailed time series. A typical chapter will introduce the new methodology in a rather intuitive (tough always mathematically correct) way, stressing the understanding of new techniques rather than following the usual "theorem-proof" format. Many examples, mainly from applications in insurance and finance, help to convey the usefulness of the new material. A final chapter on more extensive applications and/or related fields broadens the scope further. The book can serve either as a text for a graduate course on stochastics, insurance or mathematical finance, or as a basic reference source. Its reference quality is enhanced by a very extensive bibliography, annotated by various comments sections making the book broadly and easily accessible.

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