Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

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Release : 2017-06-07
Genre : Mathematics
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Book Rating : 264/5 ( reviews)

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) write by Jan-frederik Mai. This book was released on 2017-06-07. Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) available in PDF, EPUB and Kindle. 'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'Mathematical ReviewsThe book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

Download Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications PDF Online Free

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Release : 2012-06-26
Genre : Mathematics
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Book Rating : 582/5 ( reviews)

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications write by Matthias Scherer. This book was released on 2012-06-26. Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications available in PDF, EPUB and Kindle. This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

Macroprudential Supervision in Insurance

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Release : 2014-11-04
Genre : Business & Economics
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Book Rating : 106/5 ( reviews)

Macroprudential Supervision in Insurance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Macroprudential Supervision in Insurance write by J. Monkiewicz. This book was released on 2014-11-04. Macroprudential Supervision in Insurance available in PDF, EPUB and Kindle. Macroprudential policies, tools and supervision have become important since the last financial crisis. This book addresses general and methodological issues and provides a framework for the analysis of macroprudential policies and supervision in insurance. It focuses on policy related issues and global level aspects of macroprudential in insurance.

Tropical Ecosystems in the 21st Century

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Release : 2020-04-02
Genre : Science
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Book Rating : 342/5 ( reviews)

Tropical Ecosystems in the 21st Century - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Tropical Ecosystems in the 21st Century write by . This book was released on 2020-04-02. Tropical Ecosystems in the 21st Century available in PDF, EPUB and Kindle. Advances in Ecological Research, Volume 62, the latest release in this ongoing series, covers a long list of topics, including Monitoring tropical insects in the 21st Century, The distribution and structure of long-term and large-scale fire manipulation experiments, The Agua Salud Project: Basic and applied research informing management of tropical landscapes for the 21st century, Conservation strategies and principles for tropical forests, Assessing forest quality using satellite remote sensing data: A test case using the Sabah Biodiversity Experiment, eDNA approaches to understand the current state and future of biodiversity of the Amazonian biome: pitfalls, improvements and challenges, and much more. Provides information that relates to a thorough understanding of the field of ecology Deals with topical and important reviews on the physiologies, populations and communities of plants and animals

Topics in Statistical Simulation

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Release : 2014-12-05
Genre : Mathematics
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Book Rating : 045/5 ( reviews)

Topics in Statistical Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Topics in Statistical Simulation write by V.B. Melas. This book was released on 2014-12-05. Topics in Statistical Simulation available in PDF, EPUB and Kindle. The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.