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{ "item_title" : "Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance", "item_author" : [" Liang Peng", "Zhengjun Zhang "], "item_description" : "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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/1/49/876/865/1498768652_b.jpg", "price_data" : { "retail_price" : "89.95", "online_price" : "89.95", "our_price" : "89.95", "club_price" : "89.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance|Liang Peng

Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9781498768658
  • ISBN-10: 1498768652
  • Publisher: CRC Press
  • Publish Date: December 2023
  • Page Count: 200

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