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商品詳細
Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance.
・ISBN 978-1-4987-6865-8 hard GB£ 69.99
￥22,172.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Peng, Liang / Zhang, Zhengjun, |
|---|---|
| シリーズ | (Chapman and Hall/CRC Financial Mathematics Series) |
| 出版社 | (Productivity Press, US) |
| 出版年月 | 2031 |
| ページ数 | 200 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A01-44841＞ |
解説
This book will cover statistical inference for copula and tail copula models with applications in finance, insurance and risk management. After giving a quick introduction to copula and tail copula models, it will focus on various up-to-date statistical inference procedures, including point and interval estimation and goodness-of- t tests, for both copulas and tail copulas based on either independent data or dependent data. A chapter on applications in nance, insurance and risk management will be provided with R code.