Related Books

Advances in Heavy Tailed Risk Modeling
Language: en
Pages: 667
Authors: Gareth W. Peters
Categories: Mathematics
Type: BOOK - Published: 2015-05-21 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

ADVANCES IN HEAVY TAILED RISK MODELING A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modelin
Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management
Language: en
Pages: 598
Authors: Michele Leonardo Bianchi
Categories: Business & Economics
Type: BOOK - Published: 2019-03-08 - Publisher: World Scientific

DOWNLOAD EBOOK

The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un
Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
Language: en
Pages: 303
Authors: Rustam Ibragimov
Categories: Business & Economics
Type: BOOK - Published: 2017-02-24 - Publisher: World Scientific

DOWNLOAD EBOOK

'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in
Heavy-Tailed Distributions in Disaster Analysis
Language: en
Pages: 199
Authors: V. Pisarenko
Categories: Science
Type: BOOK - Published: 2010-07-20 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Mathematically, natural disasters of all types are characterized by heavy tailed distributions. The analysis of such distributions with common methods, such as
Fundamental Aspects of Operational Risk and Insurance Analytics
Language: en
Pages: 928
Authors: Marcelo G. Cruz
Categories: Mathematics
Type: BOOK - Published: 2015-01-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk Providing a complete overview of operational risk m