您尚未登录,请登录后浏览更多内容! 登录 | 注册

QQ登录

只需一步,快速开始

 找回密码
 注册

QQ登录

只需一步,快速开始

查看: 547|回复: 2

Springer2015,Marshall Olkin Distributions-Advances in Theory and Application pdf

[复制链接]
  • TA的每日心情
    开心
    2016-3-19 06:18
  • 签到天数: 18 天

    [LV.4]偶尔看看III

    发表于 2015-6-3 18:02:07 | 显示全部楼层 |阅读模式
    00359732_medium.jpg

    Marshall Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013
    Springer | Statistics | July 14 2015 | ISBN-10: 3319190385 | 113 pages | pdf | 2.42 mb

    高清版本pdf 回复可见
    游客,如果您要查看本帖隐藏内容请回复


    by Umberto Cherubini (Editor), Fabrizio Durante (Editor), Sabrina Mulinacci (Editor)

    From the Back Cover
    This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013.

    About the Author
    Umberto Cherubini is an Associate Professor of Financial Mathematics at the University of Bologna. He is member of the scientific committee of AIFIRM, the Italian Association of Financial Risk Managers, and of ABI Formazione, the education branch of the Italian Banking Association. He has been consulting and teaching in the field of finance and risk management, with particular focus on multivariate products and dependence, for more than ten years. Before joining the academia, he worked at the Economic Research Department of BCI (COMIT), an Italian bank, where he directed the Forecasting and Risk Measurement Methods Unit. He has published papers in finance and economics in international journasl and six books on topics of risk management and financial mathematics.

    Fabrizio Durante is an Associate Professor for Statistics at the Faculty of Economics and Management of the Free University of Bozen-Bolzano (UNIBZ), Italy. He studied at the University of Lecce, Italy, where he has obtained his doctoral degree in Mathematics. Before joining FUB, he was also working at the Johannes Kepler University Linz, Austria, where he has obtained the habilitation in Mathematics in 2010. His research activities focus on the fields of dependence and copula models, with particular emphasis on applications in financial risk management, reliability theory, and environmental science (especially hydrology). He co-edited two books devoted to copula theory and its applications published by Springer. Moreover, he has organized several international events and special sessions about dependence models in the recent years. Currently, he is associate editor of the journal “Computational Statistics and Data Analysis" and “Dependence Modeling".

    Sabrina Mulinacci is an Associate Professor of Mathematical Methods for Economics and Finance at the Department of Statistics at the University of Bologna. She obtained her PhD in mathematics at the University of Pisa and she has been Associate Professor at the Catholic University of Milan. Her main research interests focus on probability theory and mathematical finance.

    Topics
    Statistical Theory and Methods
    Applications of Mathematics
    Econometrics
    Statistics for Business, Economics, Mathematical Finance, Insurance


    回复

    使用道具 举报

  • TA的每日心情
    开心
    2017-12-15 11:07
  • 签到天数: 161 天

    [LV.7]常住居民III

    发表于 2015-9-30 10:09:32 | 显示全部楼层
    谢谢楼主分享
    回复 支持 反对

    使用道具 举报

    您需要登录后才可以回帖 登录 | 注册

    本版积分规则

        
      手机版|Archiver|鄂ICP备16007464号

    GMT+8, 2019-8-24 19:23 , Processed in 0.243663 second(s), 29 queries .

    © 2001-2011 Powered by Discuz! X3.2. Theme By Yeei! Licensed

    返回顶部