Statistical Analysis of Extreme Values
with Applications to Insurance, Finance, Hydrology and Other Fields
2001
|
2nd ed.
Springer Basel
978-3-7643-6487-8 (ISBN)
Springer Basel
978-3-7643-6487-8 (ISBN)
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This book provides a self-contained introduction to the parametric modelling, exploratory analysis and statistical inference for extreme events.
Besides numerous data-based examples, the book contains special chapters about insurance, returns in asset prices and flood frequency analysis. In addition, five longer case studies are included.
The assessment of the adequacy of the parametric modelling and the statistical inference is facilitated by the included statistical software XTREMES, an interactive menu-driven system which runs under Windows 3.1 (16 bit version) and Windows 95, NT (32 bit version). The applicability of the system is enhanced by the Pascal-like integrated programming language XPL.
Besides numerous data-based examples, the book contains special chapters about insurance, returns in asset prices and flood frequency analysis. In addition, five longer case studies are included.
The assessment of the adequacy of the parametric modelling and the statistical inference is facilitated by the included statistical software XTREMES, an interactive menu-driven system which runs under Windows 3.1 (16 bit version) and Windows 95, NT (32 bit version). The applicability of the system is enhanced by the Pascal-like integrated programming language XPL.
Preface.- I. Modeling and Data Analysis.- II. Statistical Interference in Parametric Models.- III. Elements of Multivariate Statistical Analysis.- IV. Topics in Hydrology, Insurance and Finance.- V. Case Studies in Extreme Value Analysis.- Index.- Bibliography.
| Erscheint lt. Verlag | 1.3.2001 |
|---|---|
| Zusatzinfo | With CD-ROM. |
| Verlagsort | Basel |
| Sprache | englisch |
| Gewicht | 871 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Schlagworte | Economics • Extreme Values • Finanzwirtschaft • Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathem • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • insurance • Statistical Analysis • Statistik |
| ISBN-10 | 3-7643-6487-4 / 3764364874 |
| ISBN-13 | 978-3-7643-6487-8 / 9783764364878 |
| Zustand | Neuware |
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