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Marshall  Olkin Distributions - Advances in Theory and Applications - Bologna, Italy, October 2013 (Hardcover, 2015 ed.):... Marshall Olkin Distributions - Advances in Theory and Applications - Bologna, Italy, October 2013 (Hardcover, 2015 ed.)
Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci
R3,629 R3,334 Discovery Miles 33 340 Save R295 (8%) Ships in 12 - 17 working days

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.

Principles of Copula Theory (Hardcover): Fabrizio Durante, Carlo Sempi Principles of Copula Theory (Hardcover)
Fabrizio Durante, Carlo Sempi
R4,680 Discovery Miles 46 800 Ships in 12 - 17 working days

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results. After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas, and discusses the Markov product for 2-copulas. The authors also examine selected families of copulas that possess appealing features from both theoretical and applied viewpoints. The book concludes with in-depth discussions on two generalizations of copulas: quasi- and semi-copulas. Although copulas are not the solution to all stochastic problems, they are an indispensable tool for understanding several problems about stochastic dependence. This book gives you the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures.

Copulas and Dependence Models with Applications - Contributions in Honor of Roger B. Nelsen (Hardcover, 1st ed. 2017): Manuel... Copulas and Dependence Models with Applications - Contributions in Honor of Roger B. Nelsen (Hardcover, 1st ed. 2017)
Manuel Ubeda Flores, Enrique de Amo Artero, Fabrizio Durante, Juan Fernandez Sanchez
R4,169 Discovery Miles 41 690 Ships in 12 - 17 working days

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on "classical" topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book's contributions were presented at the conference "Copulas and Their Applications" held in his honor in Almeria, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Principles of Copula Theory (Paperback): Fabrizio Durante, Carlo Sempi Principles of Copula Theory (Paperback)
Fabrizio Durante, Carlo Sempi
R1,843 Discovery Miles 18 430 Ships in 12 - 17 working days

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results. After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas, and discusses the Markov product for 2-copulas. The authors also examine selected families of copulas that possess appealing features from both theoretical and applied viewpoints. The book concludes with in-depth discussions on two generalizations of copulas: quasi- and semi-copulas. Although copulas are not the solution to all stochastic problems, they are an indispensable tool for understanding several problems about stochastic dependence. This book gives you the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures.

Marshall  Olkin Distributions - Advances in Theory and Applications - Bologna, Italy, October 2013 (Paperback, Softcover... Marshall Olkin Distributions - Advances in Theory and Applications - Bologna, Italy, October 2013 (Paperback, Softcover reprint of the original 1st ed. 2015)
Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci
R3,263 Discovery Miles 32 630 Ships in 10 - 15 working days

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.

Copula Theory and Its Applications - Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Paperback, 2010 ed.):... Copula Theory and Its Applications - Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 (Paperback, 2010 ed.)
Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Hardle, Tomasz Rychlik
R4,457 Discovery Miles 44 570 Ships in 10 - 15 working days

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.

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