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Closure Properties for Heavy-Tailed and Related Distributions: An Overview: SpringerBriefs in Statistics

Autor Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
en Limba Engleză Paperback – 15 sep 2023
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.
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Specificații

ISBN-13: 9783031345524
ISBN-10: 3031345525
Ilustrații: IX, 92 p.
Dimensiuni: 155 x 235 mm
Greutate: 0.16 kg
Ediția:1st ed. 2023
Editura: Springer Nature Switzerland
Colecția Springer
Seria SpringerBriefs in Statistics

Locul publicării:Cham, Switzerland

Cuprins

- 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.

Notă biografică

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 Šiaulys 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.


Textul de pe ultima copertă

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.

Caracteristici

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