Statistical Inference in Financial and Insurance Mathematics with R

Written By Alexandre Brouste
Statistical Inference in Financial and Insurance Mathematics with R
  • Publsiher : Elsevier
  • Release : 22 November 2017
  • ISBN : 0081012616
  • Pages : 202 pages
  • Rating : /5 from reviews
GET THIS BOOKStatistical Inference in Financial and Insurance Mathematics with R


Download or read book entitled Statistical Inference in Financial and Insurance Mathematics with R by author: Alexandre Brouste which was release on 22 November 2017 and published by Elsevier with total page 202 pages . This book available in PDF, EPUB and Kindle Format. 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. Examines a range of statistical inference methods in the context of finance and insurance applications Presents the LAN (local asymptotic normality) property of likelihoods Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments

Statistical Inference in Financial and Insurance Mathematics with R

Statistical Inference in Financial and Insurance Mathematics with R
  • Author : Alexandre Brouste
  • Publisher : Elsevier
  • Release Date : 2017-11-22
  • Total pages : 202
  • ISBN : 0081012616
GET BOOK

Summary : 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 ...

Computation and Modelling in Insurance and Finance

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  • Publisher : Cambridge University Press
  • Release Date : 2014-04-10
  • Total pages : 212
  • ISBN : 0081012616
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Summary : Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2019-03-19
  • Total pages : 504
  • ISBN : 0081012616
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Summary : Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of ...

Transactions

Transactions
  • Author : Society of Actuaries
  • Publisher : Unknown
  • Release Date : 1990
  • Total pages : 212
  • ISBN : 0081012616
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  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2014
  • Total pages : 212
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Mathematical Reports

Mathematical Reports
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2006
  • Total pages : 212
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  • Publisher : Unknown
  • Release Date : 2004
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  • Author : Institute of Mathematical Statistics
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  • Release Date : 1991
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Summary : Read online Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics, published by which was released on 1991. Download full Bulletin Institute of Mathematical Statistics Books now! Available in PDF, ePub and Kindle....

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  • ISBN : 0081012616
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Summary : Read online The Fundamental Principles of Mathematical Statistics written by Hugh Herbert Wolfenden, published by which was released on 1942. Download full The Fundamental Principles of Mathematical Statistics Books now! Available in PDF, ePub and Kindle....

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  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1992
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  • ISBN : 0081012616
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  • Author : Anonim
  • Publisher : Europa Publications (PA)
  • Release Date : 1995
  • Total pages : 2123
  • ISBN : 0081012616
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Summary : Arranged alphabetically by country, this major reference work lists over 26,000 universities, colleges, schools of art and music, libraries, learned societies, research institutes, museums and art galleries in over 180 countries. Every important library is included, giving the number of volumes held and outstanding features of the collection....

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  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1996
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