Heavy-Tailed Distributions and Robustness in Economics and Finance
Autor: | Ibragimov, Marat Ibragimov, Rustam Walden, Johan |
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EAN: | 9783319168760 |
Sachgruppe: | Mathematik Wirtschaft |
Sprache: | Englisch |
Seitenzahl: | 136 |
Produktart: | Kartoniert / Broschiert |
Veröffentlichungsdatum: | 09.06.2015 |
Schlagworte: | Statistik Statistik / Wirtschaftsstatistik Wirtschaftsstatistik Ökonometrie |
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Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insuranceAims to bridge the gap between economic modeling and the statistical modeling techniques that have been developed for observed real-world heavy-tailed risk distributionsOffers an integrated and unified treatment of several of the authors' models within the fields of economics, finance and insuranceIntroduces the concepts and methods in a less technical language also for the non-specialist reader interested in these fields