Modelling Extremal Events: for Insurance and Finance: 33 (Stochastic Modelling and Applied Probability, 33) - Image 1

£88.33

Springer Modelling Extremal Events: for Insurance and Finance: 33 (Stochastic Modelling and Applied Probability, 33)

Name: Modelling Extremal Events: for Insurance and Finance: 33 (Stochastic Modelling and Applied Probability, 33)
Brand: Springer
Price: 79.38 GBP
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Description

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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642082424
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 10 February 2011
Listed Since: 14 June 2010

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Springer Modelling Extremal Events: for Insurance and Finance: 33 (Stochastic Modelling and Applied Probability, 33)

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