Remigijus Leipus, Jonas Siaulys, Dimitrios Konstantinides

eBook, PDF

Closure Properties for Heavy-Tailed and Related Distributions (eBook, PDF)

An Overview

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.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 4.51MB

Barrierefreiheit

• Text-to-Speech

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 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.

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 92
• Erscheinungstermin: 14. September 2023
• Englisch
• ISBN-13: 9783031345531
• Artikelnr.: 68969902