{"product_id":"statistical-inference-in-financial-and-insurance-mathematics-with-r-hardback-9781785480836","title":"Statistical Inference in Financial and Insurance Mathematics with R (Hardback) 9781785480836","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStatistical Inference in Financial and Insurance Mathematics with R\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003e\u003cp\u003eA practical guide that examines a range of statistical inference methods for finance and insurance applications\u003c\/p\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eAlexandre Brouste (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781785480836, Elsevier Science\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 22 November 2017\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e202 pages\u003cbr\u003e22.9 x 15.1 x 2 cm, 0.45 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eFinance 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.\u003c\/p\u003e  \u003cp\u003eThree 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.\u003c\/p\u003e  \u003cp\u003eIn 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.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003ePart 1. Inference in Parametric Statistical Experiments\u003c\/b\u003e1. Statistical Experiments2. Statistical Inference3. Asymptotic Efficiency\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 2. Statistical Inference for Insurance\u003c\/b\u003e4. Statistical Experiments in Insurance\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart 3. Statistical Inference for Finance\u003c\/b\u003e5. Homogeneous Diffusion Processes6. Statistical Experiments in Finance\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e], Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"ISTE Press - Elsevier","offers":[{"title":"Default Title","offer_id":46651729740056,"sku":"9781785480836","price":88.99,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781785480836_434a7dfd-509d-4c80-9113-1fd4a82543e7.jpg?v=1695018553","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/statistical-inference-in-financial-and-insurance-mathematics-with-r-hardback-9781785480836","provider":"Freshly Printed Books","version":"1.0","type":"link"}