书目名称 | MarshallOlkin Distributions - Advances in Theory and Applications |
副标题 | Bologna, Italy, Octo |
编辑 | Umberto Cherubini,Fabrizio Durante,Sabrina Mulinac |
视频video | http://file.papertrans.cn/625/624860/624860.mp4 |
概述 | Provides a collection of survey papers on the Marshall-Olkin distribution.Describes financial and economic applications.Unique reference for researchers and practitioners in stochastic models in econo |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013. |
出版日期 | Conference proceedings 2015 |
关键词 | Copulas; Credit Risk; Marshall-Olkin Distribution; Quantitative Risk Management; Tail Dependence |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-19039-6 |
isbn_softcover | 978-3-319-38448-1 |
isbn_ebook | 978-3-319-19039-6Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | Springer International Publishing Switzerland 2015 |