FREE Returns
Return this item for free
  • Free returns are available for the shipping address you chose. You can return the item for any reason in new and unused condition: no shipping charges
  • Learn more about free returns.
FREE delivery December 21 - 23
Or fastest delivery December 13 - 15
Arrives before Christmas
Usually ships within 2 to 3 days.
As an alternative, the Kindle eBook is available now and can be read on any device with the free Kindle app.
[{"displayPrice":"$109.99","priceAmount":109.99,"currencySymbol":"$","integerValue":"109","decimalSeparator":".","fractionalValue":"99","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"NtslvZI1yF6SLArxtnlthM7SVvTOSj6%2Bk21Hz08cpY4POQ%2B%2F20V9WZP4sKu7OXZSSV8Raup8gRSOzNhVFemTiqrZjfPLQkC77Nw2ivrRtz%2BwjNCwCcaWdcdZEFFfo7TByZOzaEeAvKQ%3D","locale":"en-US","buyingOptionType":"NEW"},{"displayPrice":"$68.95","priceAmount":68.95,"currencySymbol":"$","integerValue":"68","decimalSeparator":".","fractionalValue":"95","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"0h0mHRek99na9w2Tj1ZI8vLSineIg2lOjfibloi6aG6h6PTEf0mDdcxBp7KwP7YIw5E8AXptISPkkio7L5twn9%2FV1WAFlp3iK7yLj%2Fe0Y8BPQ0qY7GqwCgz%2BZ8V7ioC83e%2FA5h29HlYh4xrxDfUSzFGaN8NitPe%2FZypLQrE%2FmE4Ou1wnFhTI5dXvaJEzdqsc","locale":"en-US","buyingOptionType":"USED"}]
$$109.99 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$109.99
Subtotal
Initial payment breakdown
Shipping cost, delivery date, and order total (including tax) shown at checkout.
Your transaction is secure
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
Ships from
Amazon.com
Sold by
Amazon.com
Ships from
Amazon.com
Sold by
Amazon.com
Return policy: Returnable until Jan 31, 2023
For the 2022 holiday season, returnable items purchased between October 11 and December 25, 2022 can be returned until January 31, 2023.
Modelling Extremal Events... has been added to your Cart
FREE delivery Wednesday, December 21
Arrives before Christmas
Used: Acceptable | Details
Sold by Haze Books
Condition: Used: Acceptable
Comment: HEAVY signs of use! Cover, edges and spine are very WORN. May contain extensive WRITING / HIGHLIGHTING. May have some STAINS / LIQUID DAMAGE. May be an EX-Library book. Dust jacket may be missing. Supplemental materials may not be valid. Ships fast and free directly from Amazon. Buy with confidence! This purchase includes Amazon's award winning customer service and A-Z guarantee.
Access codes and supplements are not guaranteed with used items.
Have one to sell?
Other Sellers on Amazon
Added
$132.00
+ $3.99 shipping
Sold by: TheWorldShopUSA
Sold by: TheWorldShopUSA
(5790 ratings)
86% positive over last 12 months
In stock.
Usually ships within 2 to 3 days.
Shipping rates and Return policy
Loading your book clubs
There was a problem loading your book clubs. Please try again.
Not in a club? Learn more
Amazon book clubs early access

Join or create book clubs

Choose books together

Track your books
Bring your club to Amazon Book Clubs, start a new book club and invite your friends to join, or find a club that’s right for you for free.
Kindle app logo image

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet, or computer - no Kindle device required. Learn more

Read instantly on your browser with Kindle Cloud Reader.

Using your mobile phone camera - scan the code below and download the Kindle app.

QR code to download the Kindle App

Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more

Follow the Authors

See all
Something went wrong. Please try your request again later.

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33)) Corrected Edition

4.9 out of 5 stars 19 ratings

Price
New from Used from
Kindle
Hardcover
$109.99
$109.99 $65.00

Enhance your purchase


Books with Buzz
Discover the latest buzz-worthy books, from mysteries and romance to humor and nonfiction. Explore more

Frequently bought together

  • Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33))
  • +
  • Probability, Random Variables and Stochastic Processes with Errata Sheet
  • +
  • Statistical Models: Theory and Practice
Total price:
To see our price, add these items to your cart.
Some of these items ship sooner than the others.
Choose items to buy together.

Editorial Reviews

Review

From the reviews:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"…excellent, comprehensive treatise on the subject of extremal events modeling. The authors have responded well to the demands of extreme value practitioners for such a text. Although it was clearly and admittedly motivated by practical questions of workers in finance, insurance, and reinsurance, [the book] contains the mathematical rigor and generality that will interest the extreme value theoretician…An understanding of modes of convergence, specifically weak convergence, is essential to fully appreciate the text, but the authors’ intuitive writing style makes most of the basic ideas accessible even to the uninitiated…The authors do an excellent job of organizing these topics and also provide a very useful 20-page ‘Reader Guidelines’ section…[the book] makes an excellent contribution to unifying important concepts in extreme value theory and modeling of extremal events. Aside from its obvious use as a reference for practitioners and theoreticians alike, this text may be used to teach a graduate-level course in mathematical finance or a special topics course in stochastic processes with or without a financial emphasis…As the authors point out this may not be the kind of book that you want to tackle form cover to cover initially, but it is my bet you will eventually discover that you have done just that as you repeatedly reference this hefty volume throughout the years."

MATHEMATICAL REVIEWS/MATHSCINET DATABASE

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions, to plot sample paths of various processes and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists with the range of applications of the subject. While there are a number of books available which cover most of the topics herein, I know of none which presents such a range of theory and applications of extremal processes in one volume, at a level easily understood by users of the methodology. I highly recommend the book to all who work in the area, or in related areas. (...) The combination of skills and expertise of the three authors of this book is impressive. Their reading covers not only the traditional and classical works in the area but a great deal of the modern development, too. (They give 646 references to books and articles in the literature.) Their book concludes with copious appendices setting out the basic probability theory and some of the regular variation theory required for understanding the rest of the development. In summary, this is a worthwhile book in an extremely important area."

SIAM REVIEWS

"(...) This book impresses me as being exceptionally well written, scholarly beyond question, more than a little daunting, and likely to become a classic in its field."

KWANTITIEWE METHODEN

"The book is the first in the area that strikes a proper balance between mathematical rigor and scope (...) and the statistically-oriented applications for the practitioner."

EXTREMES

"(...) the indispensable starting point for anyone interested in contemporary applications and extensions of classical EVT."

MATHEMATICS TODAY

"This is an encyclopedic handbook of theory and statistical praxis, of great value to actuaries and statisticians in the fields concerned, which gives an up to date picture of this fast developing field, and at the same time a useful and well motivated text book for those who need a guide for entering the area without getting lost either in pure theory or messy practice."

ASTIN BULLETIN

"Given the nature of the subject (...) the book is easy to read.(...) The narrative style is marvellous, invariably connecting theoretical concepts to the real world objects they are supposed to describe, (...)."

RISKBOOK.COM

"There are a number of texts available on Extreme Value Theory (EVT). This is the essential one to read. It is authoritative and extremely well written…A nice feature of Embrechts et al is an opening 20-page ‘reader guideline’ that gives an overview of the material before the start of the main text."


 

From the Publisher

Mathematical Reviews /MathSciNet database, R. A. Maller.

A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions, to plot sample paths of various processes and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists with the range of applications of the subject. While there are a number of books available which cover most of the topics herein, I know of none which presents such a range of theory and applications of extremal processes in one volume, at a level easily understood by users of the methodology. I highly recommend the book to all who work in the area, or in related areas. [...] The combination of skills and expertise of the three authors of this book is impressive. Their reading covers not only ! the traditional and classical works in the area but a great deal of the modern development, too. (They give 646 references to books and articles in the literature.) Their book concludes with copious appendices setting out the basic probability theory and some of the regular variation theory required for understanding the rest of the development.

In summary... a worthwhile book in an extremely important area.

SIAM Review, Roger Pinkham, Stevens Institute of Technology.

[...] This book impresses me as being exceptionally well written, scholarly beyond question, more than a little daunting, and likely to become a classic in its field.

Kwantitiewe Methoden, Casper de Vries (Erasmus University, Rotterdam).

The book is the first in the area that strikes a proper balance between mathematical rigor and scope on the probability side, and the statistically oriented applications for the practitioner. [...] The authors mostly rely on financially oriented examples, but the coverage of methods is such that anyone using extreme value technique should consult the book. [...] It is an exceptional book, recommended to practitioners, students and researchers alike.

Mathematics Today, Mark H. Robson (Bank of England).

This large, recently published volume has already established itself as the indispensable starting point for anyone interested in contemporary applications and extensions of classical extreme value theory.

Extremes, Anders Martin-Löf (Stockholm University).

This is an encyclopedic handbook of theory and statistical praxis, of great value to actuaries and statisticians in the fields concerned, which gives an up to date picture of this fast developing field, and at the same time a useful and well motivated text book for those who need a guide for entering the area without getting lost either in pure theory or messy practice.

ASTIN Bulletin, Ragnar Norberg (London School of Economics).

This long-awaited volume gathers and systematizes a huge material, parts of which were hitherto scattered around in journals. [...] Given the nature of the subject, which is highly technical, the book is easy to read.[...] The narrative style is marvellous, invariably connecting theoretical concepts to the real world objects they are supposed to describe, with ample illustrations (100 figures) and discussions of authentic cases and data. An amazing amount of knowledge, also on the practical side, is generously shared with the readers here. Mathematical rigour is never compromised, but is still exercised in measured amounts; proofs are given when they serve an educative purpose, and adequate references are given otherwise. The list of 646 references opens virtually unlimited access to supplementary reading.


Always the perfect gift

Product details

  • Publisher ‏ : ‎ Springer; Corrected edition (June 2, 1997)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 663 pages
  • ISBN-10 ‏ : ‎ 3540609318
  • ISBN-13 ‏ : ‎ 978-3540609315
  • Item Weight ‏ : ‎ 5.38 pounds
  • Dimensions ‏ : ‎ 6.14 x 1.44 x 9.21 inches
  • Customer Reviews:
    4.9 out of 5 stars 19 ratings

About the authors

Follow authors to get new release updates, plus improved recommendations.

Customer reviews

4.9 out of 5 stars
4.9 out of 5
19 global ratings
5 star
85%
4 star
15%
3 star 0% (0%) 0%
2 star 0% (0%) 0%
1 star 0% (0%) 0%

Top reviews from the United States

Reviewed in the United States 🇺🇸 on August 15, 2000
56 people found this helpful
Report abuse
Reviewed in the United States 🇺🇸 on January 7, 2014
64 people found this helpful
Report abuse
Reviewed in the United States 🇺🇸 on August 23, 2018
2 people found this helpful
Report abuse
Reviewed in the United States 🇺🇸 on March 16, 2010
4 people found this helpful
Report abuse
Reviewed in the United States 🇺🇸 on June 12, 2018
Reviewed in the United States 🇺🇸 on February 26, 2017
Reviewed in the United States 🇺🇸 on February 18, 2010
One person found this helpful
Report abuse
Reviewed in the United States 🇺🇸 on October 24, 2011
2 people found this helpful
Report abuse

Top reviews from other countries

Francisco Velasquez
5.0 out of 5 stars Excelente contenido y calidad
Reviewed in Mexico 🇲🇽 on February 10, 2020
Customer image
5.0 out of 5 stars Excelente contenido y calidad
Reviewed in Mexico 🇲🇽 on February 10, 2020
Debo decir que tenía miedo de pedir el libro con ese precio debido a la mala reputación que tiene comprar libros costosos en amazon, pero en éste caso particular la calidad de impresión es excelente, y del contenido ni hablar ya que lo había consultado previamente. Pasta cosida, hojas laminadas, impresión buena, estoy muy satisfecho con mi compra.
Images in this review
Customer image Customer image
Customer imageCustomer image
Bela
5.0 out of 5 stars great book
Reviewed in Canada 🇨🇦 on July 6, 2019