保険と金融のための極限事象のモデリング<br>Modelling Extremal Events for Insurance and Finance (Stochastic Modelling and Applied Probability) 〈Vol.33〉

保険と金融のための極限事象のモデリング
Modelling Extremal Events for Insurance and Finance (Stochastic Modelling and Applied Probability) 〈Vol.33〉

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  • 製本 Hardcover:ハードカバー版/ページ数 648 p. 100 figs.
  • 商品コード 9783540609315

基本説明

Bridges the gap between the existing theory and applications both from a probabilistic as well as from a statistical point of view. Numerous illustrations and extensive bibliography included.

Full Description

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.

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