Closure Properties for Heavy-Tailed and Re...

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Beschreibung

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.

Über den Autor

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 iaulys 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.

Zusammenfassung

Presents a concise overview of closure properties of heavy-tailed and related distributions

Features several examples and counterexamples that provide an insight into the theory

Provides numerous references for deeper study

Inhaltsverzeichnis

- 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.

Details

Erscheinungsjahr:	2023
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	ix 92 S.
ISBN-13:	9783031345524
ISBN-10:	3031345525
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Leipus, Remigijus ¿Iaulys, Jonas Konstantinides, Dimitrios
Hersteller:	Springer Springer International Publishing Springer International Publishing AG
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 7 mm
Von/Mit:	Remigijus Leipus (u. a.)
Erscheinungsdatum:	15.09.2023
Gewicht:	0,172 kg