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Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields /

Reiss, Rolf D. ,

Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields / Rolf D. Reiss, Michael Thomas. - xvii, 511 pages : illustrations ; 24 cm.+ 1 computer optical disc (4 3/4 in.).

includes index and bibliographical reference

ISBN: 9783764372309 3764372303

Subjects--Topical Terms:
Extreme value theory.
Multivariate analysis.

LC Class. No.: QA273.6 / .R44 2007

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