Ankündigung

Peng / Zhang

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

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Standardpreis

ca. 90,00 €

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Buch. Hardcover

2027

200 S. 20 s/w-Abbildungen.

In englischer Sprache

CRC Press. ISBN 978-1-4987-6865-8

Format (B x L): 15,6 x 23,4 cm

Das Werk ist Teil der Reihe: Chapman and Hall/CRC Financial Mathematics Series

Produktbeschreibung

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.