Modelling extremal events for insurance and finance

＜図書＞
Modelling extremal events for insurance and finance

責任表示	Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
シリーズ	Applications of mathematics ; 33
データ種別	図書
出版情報	Berlin ; New York : Springer , c1997
本文言語	英語
大きさ	xv, 645 p. : ill. ; 24 cm
概要	"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 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6882350

一般注記	Corrected Second Printing 1999: xv, 648 p. ; references (p. [591]-625) Corrected 4th Printing 2003: xv, 648 p. ; references (p. [591]-625) Includes bibliographical references (p. [591]-624) and index
著者標目	*Embrechts, Paul, 1953- Klüppelberg, Claudia, 1953- Mikosch, Thomas
件　名	LCSH:Business mathematics LCSH:Insurance -- Mathematics 全ての件名で検索
分　類	NDC9:339.1 LCC:HF5691 DC21:650/.01/513
書誌ID	1000484765
ISBN	3540609318
NCID	BA31014637
巻冊次	ISBN:3540609318
登録日	2009.09.14
更新日	2009.11.02