Closure properties for heavy-tailed and related distributions
Springer International Publishing (Verlag)
978-3-031-34552-4 (ISBN)
lt;p>Remigijus Leipus is a Professor at the Institute of Applied Mathematics, Vilnius University, Lithuania. His research interests include time series analysis, extreme value theory, insurance mathematics, financial econometrics and financial mathematics.
Jonas Siaulys is a Professor at the Institute of Mathematics, Vilnius University, Lithuania. His research interests include probability theory, number theory and insurance mathematics.
Dimitrios Konstantinides is a Professor at the Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi, Greece. His research interests include actuarial mathematics, financial mathematics and risk theory.
- 1. Introduction. - 2. Heavy-Tailed and Related Classes of Distributions. - 3. Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum. - 4. Convolution-Root Closure. - 5. Product-Convolution of Heavy-Tailed and Related Distributions. - 6. Summary of Closure Properties.
| Erscheinungsdatum | 05.05.2023 |
|---|---|
| Reihe/Serie | SpringerBriefs in Statistics |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 171 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre | |
| Schlagworte | asymptotic analysis • Closure Property • Convolution Closure • Convolution-Root Closure • Decision Making • Heavy-tailed distribution • heavy tails • Max-Sum Equivalence • Product-Convolution Closure • Risk Management |
| ISBN-10 | 3-031-34552-5 / 3031345525 |
| ISBN-13 | 978-3-031-34552-4 / 9783031345524 |
| Zustand | Neuware |
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