High risk scenarios and extremes : a geometric approach, Guus Balkema, Paul Embrechts

Resource Information

The instance High risk scenarios and extremes : a geometric approach, Guus Balkema, Paul Embrechts represents a material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.

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Label

High risk scenarios and extremes : a geometric approach, Guus Balkema, Paul Embrechts

Title remainder

a geometric approach

Statement of responsibility

Guus Balkema, Paul Embrechts

Instantiates

• High risk scenarios and extremes : a geometric approach

Publication

• Amsterdam, European Mathematical Society, ©2007

Bibliography note

Includes bibliographical references (p. ([361]-368) and index

Carrier category

volume

Carrier category code

• nc

Carrier MARC source

rdacarrier

Content category

text

Content type code

• txt

Content type MARC source

rdacontent

Contents

• univariate theory: maxima and exceedances
• Componentwise maxima
• High risk scenarios
• The
• Gauss-exponential domain, rotund sets
• The
• Gauss-exponential domain, unimodal distributions
• Flat functions and flat measures
• Heavy tails and bounded vectors
• The
• Foreword -- Introduction
• multivariate GPDs
• Exceedances over horizontal thresholds
• Horizontal thresholds -- examples
• Heavy tails and eliptic thresholds
• Heavy tails -- examples
• Regular variation and excess measures
• Point processes
• Poisson point processes
• The
• distribution
• Convergence
• Converging sample clouds
• The

Control code

191922927

Dimensions

24 cm

Extent

xiii, 375 pages

Isbn

9783037190357

Media category

unmediated

Media MARC source

rdamedia

Media type code

• n

Record ID

.b62222156

System control number

(OCoLC)191922927