Liang Peng, Zhengjun Zhang

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

Sprache: Englisch.

gebunden , 200 Seiten

ISBN 1498768652

EAN 9781498768658

Veröffentlicht 31. August 2030

Verlag/Hersteller Taylor & Francis Inc

€ 87,50 inkl. MwSt.

Auf die Wunschliste

Beschreibung

This book covers statistical inference for copula and tail copula models with applications in finance, insurance and risk management.

Portrait

Professor Liang Peng is the Thomas P Bowles Chair professor of Actuarial Science in the Department of Risk Management and Insurance in the Robinson College of Business at Georgia State University, and is the fellow of both Institute of Mathematical Statistics and American Statistical Association. Peng has extensive research experience in extreme value theory, time series analysis, nonparametric statistics, copula models, empirical likelihood methods and uncertainty quanti cation for various risk measures.