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Modelling Extremal Events - for Insurance and Finance (Paperback, Softcover reprint of the original 1st ed. 1997) Loot Price: R2,331
Discovery Miles 23 310
Repayment Terms: R218 pm x 12*
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Modelling Extremal Events - for Insurance and Finance (Paperback, Softcover reprint of the original 1st ed. 1997): Paul...

Modelling Extremal Events - for Insurance and Finance (Paperback, Softcover reprint of the original 1st ed. 1997)

Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch

Series: Stochastic Modelling and Applied Probability, 33

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Loot Price R2,331 Discovery Miles 23 310 | Repayment Terms: R218 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Stochastic Modelling and Applied Probability, 33
Release date: February 2011
First published: 1997
Authors: Paul Embrechts • Claudia Kluppelberg • Thomas Mikosch
Dimensions: 235 x 155 x 35mm (L x W x T)
Format: Paperback
Pages: 648
Edition: Softcover reprint of the original 1st ed. 1997
ISBN-13: 978-3-642-08242-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Money & Finance > Insurance > General
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LSN: 3-642-08242-4
Barcode: 9783642082429

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