Statistical Inference for Copula and Tail Copula Models With Applications to Finance and Insurance

This book will cover statistical inference for copula and tail copula models with applications in finance, insurance and risk management. After giving a quick introduction to copula and tail copula models, it will focus on various up-to-date statistical inference procedures, including point and interval estimation and goodness-of- t tests, for both copulas and tail copulas based on either independent data or dependent data.

Statistical Inference for Copula and Tail Copula Models With Applications to Finance and Insurance features in the following genres: Applied mathematics, Econometrics and economic statistics, Probability and statistics

Hardback. £62.99, down from the £69.99 cover price. Not Available.

Statistical Inference for Copula and Tail Copula Models With Applications to Finance and Insurance was written by Liang Peng, Zhengjun Zhang and published by Chapman & Hall/CRC an imprint of CRC Press

Statistical Inference for Copula and Tail Copula Models With Applications to Finance and Insurance has 200 pages

Yes it is part of Chapman & Hall/CRC Financial Mathematics Series series

£62.99, reduced from £69.99. Not Available.