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Risk Theory: A Heavy Tail Approach
Language: en
Pages: 507
Authors: Dimitrios George Konstantinides
Categories: Mathematics
Type: BOOK - Published: 2017-07-07 - Publisher: #N/A

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'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and s
The Fundamentals of Heavy Tails
Language: en
Pages: 266
Authors: Jayakrishnan Nair
Categories: Mathematics
Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

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Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus
Risk Theory
Language: en
Pages: 507
Authors: Dimitrios George Konstantinides
Categories: BUSINESS & ECONOMICS
Type: BOOK - Published: 2017 - Publisher:

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"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 fin
Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management
Language: en
Pages: 598
Authors: Michele Leonardo Bianchi
Categories: Business & Economics
Type: BOOK - Published: 2019-03-08 - Publisher: World Scientific

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The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un
Handbook of Heavy Tailed Distributions in Finance
Language: en
Pages: 707
Authors: S.T Rachev
Categories: Business & Economics
Type: BOOK - Published: 2003-03-05 - Publisher: Elsevier

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The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in