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Extreme value theory is a branch of statistics dealing with the extreme deviations from the median of probability distributions. The general theory sets out to assess the type of probability distributions generated by processes. Extreme value theory is important for assessing risk for unusual events. Applications of extreme value theory include predicting the probability distribution of: extreme floods; the amounts of large insurance losses; equity risks; day to day market risk; the size of freak waves; and, mutational events during evolution. This new book presents the latest research breakthroughs in this dynamic field.
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Extreme Value Distributions
March 30, 2008, Nova Science Pub Inc
Hardcover
in English
1600217141 9781600217142
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Includes bibliographical references and index.
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Feedback?November 1, 2022 | Edited by Kaustubh Chakraborty | Added descriptions |
February 10, 2019 | Edited by MARC Bot | import existing book |
December 11, 2009 | Created by WorkBot | add works page |