Skip to main content

2000 | OriginalPaper | Buchkapitel

Extreme Value Analysis

verfasst von : Rolf-Dieter Reiss, Michael Thomas

Erschienen in: XploRe — Learning Guide

Verlag: Springer Berlin Heidelberg

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

The extreme (upper or lower) parts of a sample, such as flood discharges;high concentration of air pollutants;claim sizes over a higher priority in reinsurance business;larger losses on financial markets; have exhibited an increasing risk potential during the last decades. This is the reason why the statistical analysis of extremes has become an important question in theory and practice.

Metadaten
Titel
Extreme Value Analysis
verfasst von
Rolf-Dieter Reiss
Michael Thomas
Copyright-Jahr
2000
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-60232-0_13