An Introduction to Heavy-Tailed and Subexponential Distributions

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book An Introduction to Heavy-Tailed and Subexponential Distributions by Sergey Foss, Dmitry Korshunov, Stan Zachary, Springer New York
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Author: Sergey Foss, Dmitry Korshunov, Stan Zachary ISBN: 9781461471011
Publisher: Springer New York Publication: May 21, 2013
Imprint: Springer Language: English
Author: Sergey Foss, Dmitry Korshunov, Stan Zachary
ISBN: 9781461471011
Publisher: Springer New York
Publication: May 21, 2013
Imprint: Springer
Language: English

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 chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.

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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