ISBN: 9783540609315
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
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Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Más…
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Más…
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Más…
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Más…
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ISBN: 9783540609315
ISBN-13: 9783540609315, 978-3540609315. KG, Germany. Modelling Extremal Events Please note: this item is printed on demand and will take extra time before it can be dispatched to you (… Más…
Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas:
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Más…
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997
ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Verkaufsrang: 957353, Recht, Kate… Más…
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Más…
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33) - Primera edición
1997, ISBN: 9783540609315
Pasta dura
Springer, Gebundene Ausgabe, Auflage: 1st ed. 1997, Corr. 10th printing 2012, 663 Seiten, Publiziert: 1997-06-02T00:00:01Z, Produktgruppe: Buch, 5.38 kg, Recht, Kategorien, Bücher, Versic… Más…
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Detalles del libro - Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33), Band 33)
EAN (ISBN-13): 9783540609315
ISBN (ISBN-10): 3540609318
Tapa dura
Tapa blanda
Año de publicación: 1997
Editorial: Springer
648 Páginas
Peso: 1,151 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2007-05-09T16:52:48+02:00 (Madrid)
Página de detalles modificada por última vez el 2023-12-29T14:45:25+01:00 (Madrid)
ISBN/EAN: 9783540609315
ISBN - escritura alterna:
3-540-60931-8, 978-3-540-60931-5
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: mikosch, embrechts, claudia berg, magazin435, claudia paul, mikos, walter ritter hertha, dwibedy, lakowicz, klüppel, thomas klupp, paul thöma
Título del libro: application, stochastic finance, modell, insu, even, event, modelling extremal events for insurance and finance, mikosch, meldungen, ohne, bilderbuch, mode, kuzkappe, hum2, eve, urkundenbuch herford, tips, aral, oel, marketingmanagement, quirinus nachbarschaft, ghetto, applications mathematics, model, zimmer spiegel, wirtschaft schriftverkehr, trilogie, die flotte, stadt herford, environmental physiology, fluorescence
Datos del la editorial
Autor: Paul Embrechts
Título: Stochastic Modelling and Applied Probability; Modelling Extremal Events - for Insurance and Finance
Editorial: Springer; Springer Berlin
648 Páginas
Año de publicación: 1997-06-02
Berlin; Heidelberg; DE
Impreso en
Idioma: Inglés
131,99 € (DE)
BB; Hardcover, Softcover / Mathematik/Sonstiges; Versicherung und Versicherungsmathematik; Verstehen; Analysis; Statistical Methods; extreme value theory; insurance risk; mathematical finance; modeling; sets; tail estimation; time series analysis; quantitative finance; Actuarial Mathematics; Business Mathematics; Econometrics; Mathematics in Business, Economics and Finance; Probability Theory; Financial Economics; Wirtschaftsmathematik und -informatik, IT-Management; Ökonometrie und Wirtschaftsstatistik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Finanzenwesen und Finanzindustrie; BC; EA
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 much awaited book presents a comprehensive development of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all models which standardly occur in applications in insurance mathematics and mathematical finance. Both probabilistic and statistical methods are discussed in detail, with such topics as ruin theory for large claim models, fluctuation theory of sums and extremes of iid sequences, extremes in time series models, point process methods, statistical estimation of tail probabilities. Besides summarising and bringing together known results, the book also features topics that appear for the first time in textbook form, including the theory of subexponential distributions and the spectral theory of heavy-tailed time series. A typical chapter will introduce the new methodology in a rather intuitive (tough always mathematically correct) way, stressing the understanding of new techniques rather than following the usual "theorem-proof" format. Many examples, mainly from applications in insurance and finance, help to convey the usefulness of the new material. A final chapter on more extensive applications and/or related fields broadens the scope further. The book can serve either as a text for a graduate course on stochastics, insurance or mathematical finance, or as a basic reference source. Its reference quality is enhanced by a very extensive bibliography, annotated by various comments sections making the book broadly and easily accessible.Más, otros libros, que pueden ser muy parecidos a este:
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