Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance - Peng, Liang; Zhang, Zhengjun
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Erscheint vorauss. 5. Januar 2026
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This book covers statistical inference for copula and tail copula models with applications in finance, insurance and risk management.

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Produktbeschreibung
This book covers statistical inference for copula and tail copula models with applications in finance, insurance and risk management.
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Autorenporträt
Professor Liang Peng is the Thomas P Bowles Chair professor of Actuarial Science in the Department of Risk Management and Insurance in the Robinson College of Business at Georgia State University, and is the fellow of both Institute of Mathematical Statistics and American Statistical Association. Peng has extensive research experience in extreme value theory, time series analysis, nonparametric statistics, copula models, empirical likelihood methods and uncertainty quanti cation for various risk measures.