Modelling Extremal Events

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Modelling Extremal Events

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ISBN: 9783540609315
作者: Paul Embrechts / Claudia Klüppelberg / Thomas Mikosch
出版社: Springer
发行时间: 2012
装订: Hardcover
价格: USD 109.00
页数: 650

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for Insurance and Finance

Paul Embrechts / Claudia Klüppelberg   

简介

"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

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