・ISBN 978-1-4987-6865-8 hard GB£ 69.99
¥20,478.- (税込)
著者・編者 | Peng, Liang / Zhang, Zhengjun, |
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シリーズ | (Chapman and Hall/CRC Financial Mathematics Series) |
出版社 | (Productivity Press, US) |
出版年 | 2031 |
ページ数 | 200 pp. |
ニュース番号 | <A01-44841> |
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.