Overview
- Presents a concise overview of closure properties of heavy-tailed and related distributions
- Features several examples and counterexamples that provide an insight into the theory
- Provides numerous references for deeper study
Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)
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About this book
Keywords
Table of contents (6 chapters)
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Front Matter
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Back Matter
Authors and Affiliations
About the authors
Remigijus Leipus is a Professor at the Institute of Applied Mathematics, Vilnius University, Lithuania. His research interests include time series analysis, extreme value theory, insurance mathematics, financial econometrics and financial mathematics.
Jonas Šiaulys is a Professor at the Institute of Mathematics, Vilnius University, Lithuania. His research interests include probability theory, number theory and insurance mathematics.
Dimitrios Konstantinides is a Professor at the Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi, Greece. His research interests include actuarial mathematics, financial mathematics and risk theory.
Bibliographic Information
Book Title: Closure Properties for Heavy-Tailed and Related Distributions
Book Subtitle: An Overview
Authors: Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
Series Title: SpringerBriefs in Statistics
DOI: https://doi.org/10.1007/978-3-031-34553-1
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2023
Softcover ISBN: 978-3-031-34552-4Published: 15 September 2023
eBook ISBN: 978-3-031-34553-1Published: 14 September 2023
Series ISSN: 2191-544X
Series E-ISSN: 2191-5458
Edition Number: 1
Number of Pages: IX, 92
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods, Applications of Mathematics, Statistical Theory and Methods, Applications of Mathematics