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Foss, Sergey; Korshunov, Dmitry; Zachary, Stan - Introduction To Heavytailed & Subexponen - 9781461471004 - V9781461471004
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Introduction To Heavytailed & Subexponen

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Description for Introduction To Heavytailed & Subexponen Hardback. This book provides a complete introduction to the theory of long tailed and subexponential distributions. This new edition includes problems at the end of each chapter. Series: Springer Series in Operations Research and Financial Engineering. Num Pages: 157 pages, biography. BIC Classification: PBT; PHS. Category: (G) General (US: Trade). Dimension: 247 x 162 x 14. Weight in Grams: 398.

Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.

One of the highlights of this new edition is that it includes problems at the end of each ... Read more

Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.

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Product Details

Format
Hardback
Publication date
2013
Publisher
Springer-Verlag New York Inc. United States
Number of pages
168
Condition
New
Series
Springer Series in Operations Research and Financial Engineering
Number of Pages
157
Place of Publication
New York, NY, United States
ISBN
9781461471004
SKU
V9781461471004
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-1

About Foss, Sergey; Korshunov, Dmitry; Zachary, Stan
Sergey Foss is a professor at Heriot-Watt University, Edinburgh, UK. Dmitry Korshunov is a professor at the Sobolev Institute of Mathematics of the Russian Academy of Sciences, Novosibirsk, Russia. Stan Zachary is a professor at Heriot-Watt University, Edinburgh, UK.

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