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Marshall ̶ Olkin Distributions - Advances in Theory and Applications

Bologna, Italy, October 2013

  • Umberto Cherubini
  • Fabrizio Durante
  • Sabrina Mulinacci

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 141)

Table of contents

  1. Front Matter
    Pages i-xv
  2. German Bernhart, Lexuri Fernández, Jan-Frederik Mai, Steffen Schenk, Matthias Scherer
    Pages 1-13
  3. Fabrizio Durante, Stéphane Girard, Gildas Mazo
    Pages 15-31
  4. Lexuri Fernández, Jan-Frederik Mai, Matthias Scherer
    Pages 33-50
  5. Jayme Pinto, Nikolai Kolev
    Pages 87-113

About these proceedings

Introduction

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.

Keywords

Copulas Credit Risk Marshall-Olkin Distribution Quantitative Risk Management Tail Dependence

Editors and affiliations

  • Umberto Cherubini
    • 1
  • Fabrizio Durante
    • 2
  • Sabrina Mulinacci
    • 3
  1. 1.Department of StatisticsUniversity of BolognaBolognaItaly
  2. 2.Free University of Bozen-BolzanoFaculty of Economics and ManagementBolzanoItaly
  3. 3.University of BolognaDepartment of StatisticsBolognaItaly

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-19039-6
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-19038-9
  • Online ISBN 978-3-319-19039-6
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site
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