Statistical inference in financial and insurance with R (Record no. 29495)
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| ISBN | |
|---|---|
| International Standard Book Number | 9781785480836 |
| DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Call number | 519.2 BR ST |
| MAIN ENTRY--PERSONAL AUTHOR | |
| Authors | Brouste, Alexandre |
| TITLE STATEMENT | |
| Title | Statistical inference in financial and insurance with R |
| Statement of responsibility, etc. | Alexandre Brouste ; Coordinated by Nikolaos Limnios and Yuliya Mishura |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | UK : |
| Publisher | Elsevier, |
| Date | c2018. |
| PHYSICAL DESCRIPTION | |
| Extent | xv, 186 p. : |
| Other Details | ill. ; |
| Size | 24 cm. |
| SERIES STATEMENT | |
| Series statement | Optimization in insurance and finance set |
| SUMMARY | |
| Summary | This book examines a range of statistical inference methods in the context of finance and insurance applications, including asymptotical efficiency to give the proper notion of estimation risk, computations with the provided software R, and non-classical statistical experiments. As finance and insurance companies face a wide range of mathematical problems, and statistical experiments with independent and identically distributed samples are relatively common, this book covers topics of value to a wide group. Two examples are treated, including generalized linear models (GLM) extending to non-Gaussian samples (the standard regression method) and homogeneous Markov chains.<br/><br/><br/><br/>Examines a range of statistical inference methods in the context of finance and insurance applications<br/>Presents the LAN (local asymptotic normality) property of likelihoods<br/>Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics<br/>Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Finance |
| General | Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Insurance |
| General | Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | BUSINESS & ECONOMICS / Finance |
| ADDED ENTRY | |
| Personal name | Limnios, Nikolasos, |
| Role | Coordinated by |
| ADDED ENTRY | |
| Personal name | Mishura, Yuliya, |
| Role | Coordinated by |
| ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://uowd.box.com/s/tsxocw67f638sosi2wjho6dr0tt84g3j">https://uowd.box.com/s/tsxocw67f638sosi2wjho6dr0tt84g3j</a> |
| Public note | Location Map |
| MAIN ENTRY--PERSONAL AUTHOR | |
| -- | 14334 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 14847 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 14848 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 396 |
| ADDED ENTRY | |
| -- | 58700 |
| ADDED ENTRY | |
| -- | 58701 |
| Date last seen | Full call number | Barcode | Cost, replacement price | Price effective from | Koha item type | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Withdrawn status | Permanent location | Current location | Shelving location | Date acquired | Source of acquisition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/01/2017 | 519.2 BR ST | T0054638 | 331.00 | 26/01/2017 | REGULAR | Dewey Decimal Classification | University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 14/01/2018 | AMAUK |