Closure Properties for Heavy-Tailed and Related Distributions

An Overview

AvRemigijus Leipus,Jonas Šiaulys

Häftad, Engelska, 2023

Del i serien SpringerBriefs in Statistics

482 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2023-09-15
Mått:155 x 235 x 7 mm
Vikt:172 g
Format:Häftad
Språk:Engelska
Serie:SpringerBriefs in Statistics
Antal sidor:92
Upplaga:23001
Förlag:Springer International Publishing AG
ISBN:9783031345524

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Mer om författaren

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.

Innehållsförteckning

- 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.