Inference for Heavy-Tailed Data: Applications in Insurance and Finance - Image 1

£68.99

Academic Press Inference for Heavy-Tailed Data: Applications in Insurance and Finance

Name: Inference for Heavy-Tailed Data: Applications in Insurance and Finance
Brand: Academic Press
Price: 68.99 GBP
Availability: InStock

Applied Mathematics

Price History & Forecast

Last 40 days • 40 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 40 days • 1 price levels

Days at Price

Price Analysis

Most common price: £69 (40 days, 100.0%)

Price range: £69 - £69

Price levels: 1 different prices over 40 days

Description

Heavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. Inference for Heavy-Tailed Data Analysis puts these methods into a single place with a clear picture on learning and using these techniques. Contains comprehensive coverage of new techniques of heavy tailed data analysis Provides examples of heavy tailed data and its uses Brings together, in a single place, a clear picture on learning and using these techniques

Product Specifications

Brand: Academic Press
Format: Paperback
ASIN: 0128046767
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 01 September 2017
Listed Since: 22 February 2017

Barcode

No barcode data available

Academic Press Inference for Heavy-Tailed Data: Applications in Insurance and Finance

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)

Handbook Of Heavy-Tailed Distributions In Asset Management And Risk Management: 7 (World Scientific Handbook in Financial Economics Series)

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Risk Theory: A Heavy Tail Approach

Heavy-Tailed Distributions and Robustness in Economics and Finance: 214 (Lecture Notes in Statistics, 214)

Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)

North Holland Handbook of Heavy Tailed Distributions in Finance

The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

Springer Inference for Functional Data with Applications Book

Bayesian Inference in the Social Sciences

Statistical Analysis of Financial Data: With Examples In R (Chapman & Hall/CRC Texts in Statistical Science)

The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation: Series Number 53 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 53)

Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics)

Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science)

Extreme Value Modeling and Risk Analysis: Methods and Applications

Heavy-Tailed Time Series (Springer Series in Operations Research and Financial Engineering)

Large Sample Inference For Long Memory Processes

Inference in Hidden Markov Models

Theory of Statistical Inference (Chapman & Hall/CRC Texts in Statistical Science)

Models for Probability and Statistical Inference: Theory and Applications (Wiley Series in Probability and Statistics)

Birkhauser Statistical Analysis of Extreme Values - 3rd Edition

Theory of Statistical Inference (Chapman & Hall/CRC Texts in Statistical Science)

Introduction to the Theory of Statistical Inference (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press Probability and Statistical Inference Textbook