Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)

Embrechts, Paul,Klüppelberg, Claudia,Mikosch, Thomas

ISBN 10: 3642082424 / ISBN 13: 9783642082429

Verlag: Springer, 2011

Beschreibung

Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!

Bestandsnummer des Verkäufers S_392128745

Bibliografische Details

• Titel: Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)
• Verlag: Springer
• Erscheinungsjahr: 2011
• Sprache: Englisch
• ISBN-10: 3642082424
• ISBN-13: 9783642082429
• Einband: paperback
• Zustand: Good

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.