Remigijus Leipus, Jonas Siaulys, Dimitrios Konstantinides

Closure Properties for Heavy-Tailed and Related Distributions

An Overview

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• SpringerBriefs in Statistics
• Verlag: Springer / Springer Nature Switzerland / Springer, Berlin
• Artikelnr. des Verlages: 978-3-031-34552-4
• 1st ed. 2023
• Seitenzahl: 104
• Erscheinungstermin: 15. September 2023
• Englisch
• Abmessung: 235mm x 155mm x 7mm
• Gewicht: 172g
• ISBN-13: 9783031345524
• ISBN-10: 3031345525
• Artikelnr.: 67857112

Autorenporträt

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.

Inhaltsangabe

- 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.