Closure Properties for Heavy-Tailed and Related Distributions: An Overview

Author: Remigijus Leipus, Jonas Siaulys, Dimitrios Konstantinides
Publisher: Springer
Published: 09/15/2023
Pages: 92
Binding Type: Paperback
Weight: 0.35lbs
Size: 9.21h x 6.14w x 0.22d
ISBN: 9783031345524

About the Author

Remigijus Leipus is a Professor at the Institute of Applied Mathematics, Vilnius University, Lithuania. His research interests include time series analysis, extreme value theory, insurance mathematics, financial econometrics and financial mathematics.

Jonas Siaulys is a Professor at the Institute of Mathematics, Vilnius University, Lithuania. His research interests include probability theory, number theory and insurance mathematics.

Dimitrios Konstantinides is a Professor at the Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi, Greece. His research interests include actuarial mathematics, financial mathematics and risk theory.