Closure Properties For Heavy Tailed And Related Distributions
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Closure Properties For Heavy Tailed And Related Distributions
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Author : Remigijus Leipus
language : en
Publisher: Springer Nature
Release Date : 2023-10-16
Closure Properties For Heavy Tailed And Related Distributions written by Remigijus Leipus and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-16 with Mathematics categories.
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.
The Fundamentals Of Heavy Tails
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Author : Jayakrishnan Nair
language : en
Publisher: Cambridge University Press
Release Date : 2022-06-09
The Fundamentals Of Heavy Tails written by Jayakrishnan Nair and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-09 with Business & Economics categories.
An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.
Handbook Of Heavy Tailed Distributions In Asset Management And Risk Management
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Author : Michele Leonardo Bianchi
language : en
Publisher: World Scientific
Release Date : 2019-03-08
Handbook Of Heavy Tailed Distributions In Asset Management And Risk Management written by Michele Leonardo Bianchi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-08 with Business & Economics categories.
The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.
An Introduction To Heavy Tailed And Subexponential Distributions
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Author : Sergey Foss
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-05-21
An Introduction To Heavy Tailed And Subexponential Distributions written by Sergey Foss and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-21 with Mathematics categories.
Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions. One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
Advances In Heavy Tailed Risk Modeling
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Author : Gareth W. Peters
language : en
Publisher: John Wiley & Sons
Release Date : 2015-05-05
Advances In Heavy Tailed Risk Modeling written by Gareth W. Peters and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-05 with Mathematics categories.
A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.
Regular Variation
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Author : N. H. Bingham
language : en
Publisher: Cambridge University Press
Release Date : 1989-06-15
Regular Variation written by N. H. Bingham and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-06-15 with Mathematics categories.
A comprehensive account of the theory and applications of regular variation.
Risk Theory A Heavy Tail Approach
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Author : Konstantinides Dimitrios George
language : en
Publisher: #N/A
Release Date : 2017-07-07
Risk Theory A Heavy Tail Approach written by Konstantinides Dimitrios George and has been published by #N/A this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-07 with Mathematics categories.
This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.
Computer Performance Evaluation Modelling Techniques And Tools
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Author : Boudewijn R. Haverkort
language : en
Publisher: Springer
Release Date : 2003-06-29
Computer Performance Evaluation Modelling Techniques And Tools written by Boudewijn R. Haverkort and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-29 with Computers categories.
This book constitutes the refereed proceedings of the 11th International Conference on Modelling Tools and Techniques for Computer Communication System Performance Evaluation, TOOLS 2000, held in Schaumburg, IL, USA in March 2000. The 21 revised full papers presented were carefully reviewed and selected from a total of 49 submissions. Also included are 15 tool descriptions and one invited paper. The papers are organized in topical sections on queueing network models, optimization in mobile networks, stochastic Petri nets, simulation, formal methods and performance evaluation, and measurement tools and applications.
Job Scheduling Strategies For Parallel Processing
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Author : Dror G. Feitelson
language : en
Publisher: Springer
Release Date : 2003-06-30
Job Scheduling Strategies For Parallel Processing written by Dror G. Feitelson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-30 with Computers categories.
This book constitutes the thoroughly refereed post-proceedings of the 7th International Workshop on Job Scheduling Strategies for Parallel Processing, JSSPP 2001, held in Cambridge, MA, USA, in June 2001. The 11 revised full papers presented were carefully selected and improved during two rounds of reviewing and revision, and present state-of-the-art results in the area.
2d And 3d Image Analysis By Moments
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Author : Jan Flusser
language : en
Publisher: John Wiley & Sons
Release Date : 2016-11-16
2d And 3d Image Analysis By Moments written by Jan Flusser and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-16 with Technology & Engineering categories.
Presents recent significant and rapid development in the field of 2D and 3D image analysis 2D and 3D Image Analysis by Moments, is a unique compendium of moment-based image analysis which includes traditional methods and also reflects the latest development of the field. The book presents a survey of 2D and 3D moment invariants with respect to similarity and affine spatial transformations and to image blurring and smoothing by various filters. The book comprehensively describes the mathematical background and theorems about the invariants but a large part is also devoted to practical usage of moments. Applications from various fields of computer vision, remote sensing, medical imaging, image retrieval, watermarking, and forensic analysis are demonstrated. Attention is also paid to efficient algorithms of moment computation. Key features: Presents a systematic overview of moment-based features used in 2D and 3D image analysis. Demonstrates invariant properties of moments with respect to various spatial and intensity transformations. Reviews and compares several orthogonal polynomials and respective moments. Describes efficient numerical algorithms for moment computation. It is a "classroom ready" textbook with a self-contained introduction to classifier design. The accompanying website contains around 300 lecture slides, Matlab codes, complete lists of the invariants, test images, and other supplementary material. 2D and 3D Image Analysis by Moments, is ideal for mathematicians, computer scientists, engineers, software developers, and Ph.D students involved in image analysis and recognition. Due to the addition of two introductory chapters on classifier design, the book may also serve as a self-contained textbook for graduate university courses on object recognition.