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

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33)) image
ISBN-10:

3540609318

ISBN-13:

9783540609315

Edition: Corrected
Released: Jun 02, 1997
Publisher: Springer
Format: Hardcover, 663 pages

Description:

"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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