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Statistical inference in financial and insurance mathematics with R /
Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponentia...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London : Oxford :
ISTE Press ; Elsevier,
[2018]
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| Colección: | Optimization in insurance and finance set.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | SCIDIR_on1013889091 | ||
| 003 | OCoLC | ||
| 005 | 20231120010236.0 | ||
| 006 | m o d | ||
| 007 | cr cnu|||unuuu | ||
| 008 | 171204t20182018enka ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e rda |e pn |c N$T |d IDEBK |d EBLCP |d N$T |d OCLCF |d OPELS |d UAB |d GZM |d DKU |d SNK |d UPM |d OCLCQ |d EZ9 |d YDX |d CUT |d OCLCQ |d U3W |d LVT |d MERUC |d ABC |d OCLCQ |d S2H |d OCLCO |d OCLCQ |d OCLCO |d K6U |d OCLCQ |d OCLCO | ||
| 020 | |a 9780081012611 |q (electronic book) | ||
| 020 | |a 0081012616 |q (electronic book) | ||
| 020 | |z 9781785480836 | ||
| 035 | |a (OCoLC)1013889091 | ||
| 050 | 4 | |a HG106 | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.0151852 23 |
| 100 | 1 | |a Brouste, Alexandre, |d 1980- |e author. | |
| 245 | 1 | 0 | |a Statistical inference in financial and insurance mathematics with R / |c Alexandre Brouste. |
| 264 | 1 | |a London : |b ISTE Press ; |a Oxford : |b Elsevier, |c [2018] | |
| 264 | 4 | |c �2018 | |
| 300 | |a 1 online resource (xv, 186 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Optimization in insurance and finance set | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Inference in parametric statistical experiments -- Statistical experiments -- Statistical inference -- Asymptotic efficiency -- Statistical inference for insurance -- Statistical experiments in insurance -- Statistical inference for finance -- Homogeneous diffusion processes -- Statistical experiments in finance. | |
| 588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed December, 11, 2017). | |
| 520 | |a Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables. Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described. In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text. | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Insurance |x Mathematical models. | |
| 650 | 6 | |a Finances |x Mod�eles math�ematiques. |0 (CaQQLa)201-0047861 | |
| 650 | 6 | |a Assurance |0 (CaQQLa)201-0002275 |x Mod�eles math�ematiques. |0 (CaQQLa)201-0379082 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Insurance |x Mathematical models |2 fast |0 (OCoLC)fst00974575 | |
| 776 | 0 | 8 | |i Print version: |a Brouste, Alexandre 1980- |t Statistical inference in financial and insurance with R / Alexandre Brouste. |d London : ISTE Press; Oxford : Elsevier, [2018] |z 1785480839 |w (OCoLC)945105390 |
| 830 | 0 | |a Optimization in insurance and finance set. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9781785480836 |z Texto completo |