Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	Februar 2011
Genre:	Schulbücher
	Analysis; Statistical Methods; extreme value theory; insurance risk; mathematical finance; modeling; sets; tail estimation; time series analysis / Finanz- und Rechnungswesen / Finanzen / Ökonometrie und Wirtschaftsstatistik / Stochastik / Wahrscheinlichkeitsrechnung und Statistik / Wirtschaftsmathematik und -informatik, IT-Management
ISBN:	9783642082429
EAN-Code:	9783642082429
Verlag:	Springer Berlin Heidelberg
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 36 mm
Gewicht:	996 gr
Seiten:	668
Zus. Info:	Paperback
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.