Heavy-Tailed Distributions and Robustness in Economics and Finance, Marat Ibragimov; Rustam Ibragimov; Johan Walden

Название: Copulae and Multivariate Probability Distributions in Finance
ISBN: 0415814855 ISBN-13(EAN): 9780415814850
Издательство: Taylor&Francis
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Цена: 91860.00 T
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Описание: This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. It describes the state of the art in the tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.

Автор: Simon Marvin K., Riedel Eibe
Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists
ISBN: 0387346570 ISBN-13(EAN): 9780387346571
Издательство: Springer
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Цена: 65210.00 T
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Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.

Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin
Название: Marshall Olkin Distributions - Advances in Theory and Applications
ISBN: 3319384481 ISBN-13(EAN): 9783319384481
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.

Автор: V. Pisarenko; M. Rodkin
Название: Heavy-Tailed Distributions in Disaster Analysis
ISBN: 9400732856 ISBN-13(EAN): 9789400732858
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book presents new approaches to seismic risk estimation and forecasting the damage caused by all types of earthquakes. It examines trends in the costs inferred by damage as related to changing social and economic situations for different regions.

Автор: Sergey Foss; Dmitry Korshunov; Stan Zachary
Название: An Introduction to Heavy-Tailed and Subexponential Distributions
ISBN: 1461471001 ISBN-13(EAN): 9781461471004
Издательство: Springer
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Цена: 46570.00 T
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Описание: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems.

Автор: Lennart Bondesson
Название: Generalized Gamma Convolutions and Related Classes of Distributions and Densities
ISBN: 0387978666 ISBN-13(EAN): 9780387978666
Издательство: Springer
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Цена: 107130.00 T
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Описание: This work is an attempt to present the main results on this class of probability distributions and related classes in a rather logical order. Those who do not want to visit a mysterious land situated between the land of probability theory and statistics and the land of classical analysis should not look at this work.

Автор: Barry C. Arnold; Enrique Castillo; Jose-Maria Sara
Название: Conditionally Specified Distributions
ISBN: 0387977945 ISBN-13(EAN): 9780387977942
Издательство: Springer
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Цена: 111790.00 T
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Описание: The concept of conditional specification is not new. Arnold Riverside, California USA Enrique Castillo Jose Maria Sarabia Santander, Cantabria Spain January, 1991 Contents 1 Conditional Specification 1 1.1 Why? . 2 1.3 Early work on conditional specification 4 1.4 Organization of this monograph . . . . . . . . . . . . . . . . . . . . . . . . . . .

Автор: Gordon E. Willmot; X. Sheldon Lin
Название: Lundberg Approximations for Compound Distributions with Insurance Applications
ISBN: 0387951350 ISBN-13(EAN): 9780387951355
Издательство: Springer
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Цена: 83850.00 T
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Описание: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.

Автор: N. Balakrishnan; W.S. Chen
Название: Handbook of Tables for Order Statistics from Lognormal Distributions with Applications
ISBN: 0792356349 ISBN-13(EAN): 9780792356349
Издательство: Springer
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Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This title includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.

Автор: N. Balakrishnan; Chin Diew Lai
Название: Continuous Bivariate Distributions
ISBN: 1441918752 ISBN-13(EAN): 9781441918758
Издательство: Springer
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Цена: 111790.00 T
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Описание: Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.