Modelling Extremal Events

Modelling Extremal Events

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In insurance and finance applications, questions involving extremal events play an important role. This book sets out to bridge the gap between existing theory and practical applications both from a probabilistic as well as statistical point of view.aquot;A readera#39;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.

Title:Modelling Extremal Events
Author:Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publisher:Springer Science & Business Media - 1997-01-01


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