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Modelling Extremal Events - 9783540609315 - Claudia Kluppelberg, Thomas Mikosch, Paul Embrechts
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ISBN: 9783540609315

ISBN-13: 9783540609315, 978-3540609315. KG, Germany. Modelling Extremal Events Please note: this item is printed on demand and will take extra time before it can be dispatched to you (… Altro …

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Prima edizione

1997, ISBN: 9783540609315

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Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Altro …

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
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Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas:
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Prima edizione

1997

ISBN: 9783540609315

edizione con copertina rigida

Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Altro …

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
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Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas:
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Prima edizione

1997, ISBN: 9783540609315

edizione con copertina rigida

Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Altro …

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
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Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas:
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Prima edizione

1997, ISBN: 9783540609315

edizione con copertina rigida

Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Altro …

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

"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

Informazioni dettagliate del libro - Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33)


EAN (ISBN-13): 9783540609315
ISBN (ISBN-10): 3540609318
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 1997
Editore: Springer
648 Pagine
Peso: 1,151 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2007-05-09T16:52:48+02:00 (Rome)
Pagina di dettaglio ultima modifica in 2023-12-29T14:45:25+01:00 (Rome)
ISBN/EAN: 9783540609315

ISBN - Stili di scrittura alternativi:
3-540-60931-8, 978-3-540-60931-5
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : mikosch, embrechts, claudia berg, magazin435, claudia paul, mikos, walter ritter hertha, dwibedy, lakowicz, klüppel, thomas klupp, paul thöma
Titolo del libro: application, stochastic finance, modell, insu, even, event, modelling extremal events for insurance and finance, mikosch, meldungen, ohne, bilderbuch, mode, kuzkappe, hum2, eve, urkundenbuch herford, tips, aral, oel, marketingmanagement, quirinus nachbarschaft, ghetto, applications mathematics, model, zimmer spiegel, wirtschaft schriftverkehr, trilogie, die flotte, stadt herford, environmental physiology, fluorescence


Dati dell'editore

Autore: Paul Embrechts
Titolo: Stochastic Modelling and Applied Probability; Modelling Extremal Events - for Insurance and Finance
Editore: Springer; Springer Berlin
648 Pagine
Anno di pubblicazione: 1997-06-02
Berlin; Heidelberg; DE
Stampato / Fatto in
Lingua: Inglese
120,99 € (DE)

BB; 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; BC; EA

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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