Closure Properties for Heavy-Tailed and Related Distributions
An Overview
(Sprache: Englisch)
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and...
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Klappentext zu „Closure Properties for Heavy-Tailed and Related Distributions “
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.
Inhaltsverzeichnis zu „Closure Properties for Heavy-Tailed and Related Distributions “
- 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.
Autoren-Porträt von Remigijus Leipus, Jonas Siaulys, Dimitrios Konstantinides
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.
Bibliographische Angaben
- Autoren: Remigijus Leipus , Jonas Siaulys , Dimitrios Konstantinides
- 2023, 1st ed. 2023, IX, 92 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3031345525
- ISBN-13: 9783031345524
Sprache:
Englisch
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