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

An Overview

Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides (Autoren)

eBook Download: PDF

2023 | 1st ed. 2023
IX, 92 Seiten
Springer Nature Switzerland (Verlag)
978-3-031-34553-1 (ISBN)

Infos

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.

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.

Produkt-Details

• Erscheint lt. Verlag: 14.9.2023
• Reihe/Serie: SpringerBriefs in Statistics
• Reihe/Serie: SpringerBriefs in Statistics
• Zusatzinfo: IX, 92 p.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: asymptotic analysis • Closure Property • Convolution Closure • Convolution-Root Closure • Decision Making • Heavy-tailed distribution • heavy tails • Max-Sum Equivalence • Product-Convolution Closure • Risk Management
• ISBN-10: 3-031-34553-3 / 3031345533
• ISBN-13: 978-3-031-34553-1 / 9783031345531