Articles liés à Statistical Inference in Financial and Insurance Mathematics...
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l'auteur
Alexandre Brouste is a Professor in Statistics with the Institute of Risk and Insurance at Le Mans University, France
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Statistical Inference in Financial and Insurance Mathematics...
Image fournie par le vendeur
Statistical Inference in Financial and Insurance Mathematics with R
Edité par
Elsevier Science Jul 2017, 2017
ISBN 10 : 1785480839
ISBN 13 : 9781785480836
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. 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. N° de réf. du vendeur 9781785480836
Acheter neuf
EUR 155
Expédition à EUR 23
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image d'archives
Statistical Inference in Financial and Insurance with R
Edité par
ISTE Press - Elsevier, 2017
ISBN 10 : 1785480839
ISBN 13 : 9781785480836
Neuf
Couverture rigide
Vendeur : Books Puddle, Woodside, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 150. N° de réf. du vendeur 26374597521
Acheter neuf
EUR 175,84
Expédition à EUR 3,56
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 3 disponible(s)
Image fournie par le vendeur
Statistical Inference in Financial and Insurance Mathematics with R
Edité par
Elsevier Science, 2017
ISBN 10 : 1785480839
ISBN 13 : 9781785480836
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. N° de réf. du vendeur 9781785480836
Acheter neuf
EUR 186,10
Expédition à EUR 35
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)