Statistical Inference in Financial and Insurance with R

Download or Read online Statistical Inference in Financial and Insurance with R full in PDF, ePub and kindle. This book written by Alexandre Brouste and published by Iste Press - Elsevier which was released on 15 July 2017 with total pages 150. We cannot guarantee that Statistical Inference in Financial and Insurance with R book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Statistical Inference in Financial and Insurance with R
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Publisher : Iste Press - Elsevier
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ISBN : 1785480839
Pages : 150 pages
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Download or Read Online Statistical Inference in Financial and Insurance with R in PDF, Epub and Kindle

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 with R

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

GET BOOK!
Statistical Inference in Financial and Insurance Mathematics with R

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