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Titel:

Modern extreme value theory at the interface of risk management, Bayesian networks and heavy-tailed time series.

Dokumenttyp:
Buchbeitrag
Autor(en):
Embrechts, Paul, Klüppelberg, Claudia and Mikosch, Thomas
Abstract:
We consider ourselves very fortunate to having been able to publish our 1997 book [7], with the title “Modelling Extremal Events for Insurance and Finance”, under the expert guidance of Catriona Byrne. Whereas, at the time, Extreme Value Theory (EVT) already had a rich history of methodological developments, our book greatly contributed to new areas of applications. By now, EVT constitutes an important area of research within probability and statistics. What started in 1997 as a book project und...     »
Dewey-Dezimalklassifikation:
510 Mathematik
Herausgeber:
Morel, J.-M. and Teissier, B.
Buchtitel:
Mathematics Going Forward - Collected Mathematical Brushstrokes
Verlag / Institution:
Springer
Verlagsort:
Heidelberg
Jahr:
2022
Sprache:
en
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Semester:
SS 22
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