Modelling Extremal Events

Modelling Extremal Events

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qA 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.q --MATHEMATICAL REVIEWSfor Insurance and Finance Paul Embrechts, Claudia KlA¼ppelberg, Thomas Mikosch. Reader. Guidelines. The basic question each author should pose him/ herself, preferably in the future tense before starting, ... Often, these people had as students learnt the more classical theory of stochastics (probability theory, stochasticanbsp;...

Title:Modelling Extremal Events
Author:Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publisher:Springer Science & Business Media - 2013-03-14


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