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

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

Liang Peng Zhengjun Zhang

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  • 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: Hardback
  • ISBN: 9781498768658
  • Språk: Engelska
  • Antal sidor: 200
  • Utgivningsdatum: 2031-08-31
  • Förlag: Productivity Press