
Statistical Inference in Financial and Insurance Mathematics with R
Description
Key Features
- Examines a range of statistical inference methods in the context of finance and insurance applications
- Presents the LAN (local asymptotic normality) property of likelihoods
- Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics
- Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments
Readership
Table of Contents
Part 1. Inference in Parametric Statistical Experiments
1. Statistical Experiments
2. Statistical Inference
3. Asymptotic EfficiencyPart 2. Statistical Inference for Insurance
4. Statistical Experiments in InsurancePart 3. Statistical Inference for Finance
5. Homogeneous Diffusion Processes
6. Statistical Experiments in Finance
Product details
- No. of pages: 202
- Language: English
- Copyright: © ISTE Press - Elsevier 2017
- Published: November 22, 2017
- Imprint: ISTE Press - Elsevier
- Hardcover ISBN: 9781785480836
- eBook ISBN: 9780081012611
About the Author
Alexandre Brouste
Affiliations and Expertise
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