Kommande
bokomslag Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance
Samhälle & debatt

Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance

Liang Peng Zhengjun Zhang

Inbunden

1459:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

  • 200 sidor
  • 2031
This book will cover statistical inference for copula and tail copula models with applications in finance, insurance and risk management. After giving a quick introduction to copula and tail copula models, it will focus on various up-to-date statistical inference procedures, including point and interval estimation and goodness-of- t tests, for both copulas and tail copulas based on either independent data or dependent data. A chapter on applications in nance, insurance and risk management will be provided with R code.
  • Författare: Liang Peng, Zhengjun Zhang
  • Illustratör: black and white 20 Illustrations
  • Format: Inbunden
  • ISBN: 9781498768658
  • Språk: Engelska
  • Antal sidor: 200
  • Utgivningsdatum: 2031-08-31
  • Förlag: Productivity Press