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£64.99

Birkhauser Statistical Analysis of Extreme Values - Insurance, Finance, Hydrology

Name: Statistical Analysis of Extreme Values - Insurance, Finance, Hydrology
Brand: Birkhauser
Price: 64.99 GBP
Availability: InStock

Higher Education

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Description

Statistical Analysis of Extreme Values by Birkhauser is a comprehensive, self-contained guide to parametric modeling, exploratory analysis and statistical inference for extreme data across hydrology, insurance, finance, engineering and environmental sciences. The Third Edition has been thoroughly updated and reorganised for contemporary applications, featuring new sections on dependencies, conditional analysis and multivariate modelling of extreme data. This higher education text provides essential methods for professionals and researchers working with rare events and tail behaviour in risk management, financial forecasting and natural hazard assessment.

Key Features

Birkhauser's Third Edition includes new chapters covering reduced-bias estimation techniques for extreme value analysis.

Self-contained introduction to parametric modelling makes the text accessible to students and practitioners new to extreme value statistics.

Comprehensive coverage of dependencies and conditional analysis for modelling complex extreme data relationships.

Applications span insurance, finance, hydrology and engineering fields with practical examples throughout.

Multivariate modelling methods enable analysis of multiple extreme variables and their joint behaviour.

Product Specifications

Brand: Birkhauser
Format: paperback
ASIN: 3764372303
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 21 June 2007
Listed Since: 08 January 2007

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Birkhauser Statistical Analysis of Extreme Values - Insurance, Finance, Hydrology

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