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Book Categories |
| Preface to the Second Edition | ||
| Preface to the First Edition | ||
| Xtremes: An Overview and the Hierarchy | ||
| List of Special Symbols | ||
| I | Modeling and Data Analysis | |
| 1 | Parametric Modeling | 3 |
| 2 | Diagnostic Tools | 43 |
| II | Statistical Inference in Parametric Models | |
| 3 | An Introduction to Parametric Inference | 92 |
| 4 | Extreme Value Models | 117 |
| 5 | Generalized Pareto Models | 139 |
| 6 | Advanced Statistical Analysis | 163 |
| 7 | Statistics for Poisson Processes | 197 |
| III | Elements of Multivariate Statistical Analysis | |
| 8 | Basic Multivariate Concepts and Visualization | 211 |
| 9 | Multivariate Maxima | 231 |
| 10 | Bivariate Peaks Over Threshold | 249 |
| IV | Topics in Hydrology, Insurance and Finance | |
| 11 | Flood Frequency Analysis | 261 |
| 12 | The Impact of Large Claims on Actuarial Decisions | 280 |
| 13 | Extreme Returns in Asset Prices | 310 |
| 14 | Other Important Applications | 341 |
| V | Case Studies in Extreme Value Analysis | |
| Study 1 | Long-Trend Study for Ozone Data from Mexico City | 353 |
| Study 2 | Models for Extremes of Non-Stationary Pollution Series | 359 |
| Study 3 | Low Temperatures, Global Warming? | 367 |
| Study 4 | Extreme Value Theory in Actuarial Consulting: Windstorm Losses in Central Europe | 373 |
| Study 5 | Vrancea Earthquakes Using Prior Information | 379 |
| App. A: The Menu System | ||
| App. B: UserFormula Facilities | 405 | |
| App. C | The StatPascal Programming Language | |
| Author Index | 429 | |
| Subject Index | 433 | |
| Bibliography | 441 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Steven Slade
reviewed Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields on May 27, 2019
Statistical Analysis of Extreme Values
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Add Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields, Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to parametric modeling, exploratory analysis and statistica, Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields to the inventory that you are selling on WonderClubX
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Add Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields, Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to parametric modeling, exploratory analysis and statistica, Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields to your collection on WonderClub |
