Modelling Extremal Events: For Insurance and Finance
Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
- 出版商: Springer
- 出版日期: 2011-02-10
- 售價: $5,140
- 貴賓價: 9.5 折 $4,883
- 語言: 英文
- 頁數: 648
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3642082424
- ISBN-13: 9783642082429
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相關分類:
機率統計學 Probability-and-statistics
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商品描述
"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