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Extreme Value Modeling and Risk Analysis : Methods and Applications (Hardcover)

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Statisticians and specialists from such domains as climatology, hydrology, finance, insurance, and sports review recent research into risk analysis related to extreme events. Their topics include univariate extreme value mixture modeling, the threshold modeling of non-stationary extremes, max-autoagressive and moving maxima models for extremes, Bayesian inference for extreme value modeling, estimating extreme conditional quantiles, an overview of nonparametric tests of extreme-value dependence and of some related statistical procedures, and the analysis of bivariate survival data based on copulas with log-generalized extreme value marginals. Annotation ©2016 Ringgold, Inc., Portland, OR (protoview.com)

Extreme events are critical in risk analysis in the fields such as finance, insurance, climate change and hydrology. Examples are maxima of temperature, wind speed, insurance claims, financial loss, and flood level. Extreme value theory plays a central role in risk management, extreme value modeling, and strategic adaptation. This book covers the latest applications of extreme value modeling and risk analysis. The book uses advanced statistical methodologies to demonstrate difference between extreme observations and the mean state data.

Number of Pages: 520
Genre: Mathematics
Sub-Genre: Probability + Statistics / General
Format: Hardcover
Publisher: Taylor & Francis
Language: English
Street Date: December 21, 2015
TCIN: 23998734
UPC: 9781498701297
Item Number (DPCI): 247-50-7646
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$119.95
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