Statistical Inference in Financial and Insurance Mathematics with R

Language: English

Published by Elsevier Science Jul 2017, 2017

1785480839 / 9781785480836

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables. Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described. In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text. 202 pp. Englisch.…

Seller Inventory # 9781785480836

Title
Statistical Inference in Financial and Insurance Mathematics with R
Author
Alexandre Brouste
Publisher
Elsevier Science Jul 2017
Publication year
2017
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1785480839
ISBN 13
9781785480836
Item weight
522 grams
Dimensions
231x155x15 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

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