Modelling Extremal Events

Douban
Modelling Extremal Events

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ISBN: 9783540609315
author: Paul Embrechts / Claudia Klüppelberg / Thomas Mikosch
publishing house: Springer
publication date: 2012
price: USD 109.00
number of pages: 650

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for Insurance and Finance

Paul Embrechts / Claudia Klüppelberg   

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"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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