Statistical Analysis of Extreme Values: from Insurance, Finance, Hydrology and Other Fields - Brossura

Reiss, Rolf-Dieter; Thomas, Michael

Brossura

ISBN 10: 3764357681 ISBN 13: 9783764357689

Casa editrice: Birkhauser Verlag AG, 1997

Riassunto

The statistical analysis of extreme data is important for various disciplines, including insurance, finance, hydrology, engineering and environmental sciences. This book is an introduction to parametric modelling, exploratory analysis and statistical inference for extreme events. The text contains special chapters about insurance (co-authored by M. Radtke), returns in asset prices (co-authored by C.G. de Vries) and flood frequency analysis, as well as five longer case studies. XTREMES, an interactive menu-driven system which runs under Windows 3.1 (16 bit version) and Windows 95, NT (32 bit version) is included, and is designed to facilitate the assessment of the adequacy of the parametric modelling and the statistical inference. It contains an integrated Pascal-like programming language.

Su questo libro

Dalla quarta di copertina

The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values.

The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI.

Dettagli dell?edizione

• Editore: Birkhauser Verlag AG
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 3764357681
• ISBN 13: 9783764357689
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 336
• Contatto del produttore: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com