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Modelling Extremal Events : for Insurance and Finance /
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 ext...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1997.
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| Colección: | Stochastic modelling and applied probability ;
33. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Reader Guidelines
- Risk Theory
- Fluctuations of Sums
- Fluctuations of Maxima
- Fluctuations of Upper Order Statistics
- An Approach to Extremes via Point Processes
- Statistical Methods for Extremal Events
- Time Series Analysis for Heavy-Tailed Processes
- Special Topics
- Appendix
- References
- Index
- List of Abbreviations and Symbols.