Springer Proceedings in Mathematics & Statistics

Marshall Olkin Distributions - Advances in Theory and Applications

Bologna, Italy, October 2013

Editors: Cherubini, Umberto, Durante, Fabrizio, Mulinacci, Sabrina (Eds.)

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  • Provides a collection of survey papers on the Marshall-Olkin distribution
  • Describes financial and economic applications
  • Unique reference for researchers and practitioners in stochastic models in economics    
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eBook $109.00
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  • ISBN 978-3-319-19039-6
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Hardcover $149.99
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  • ISBN 978-3-319-19038-9
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Softcover $139.00
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  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: November 4, 2016
  • ISBN 978-3-319-38448-1
  • Free shipping for individuals worldwide
About this book

This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013.

About the authors

Umberto Cherubini is an Associate Professor of Financial Mathematics at the University of Bologna. He is member of the scientific committee of AIFIRM, the Italian Association of Financial Risk Managers, and of ABI Formazione, the education branch of the Italian Banking Association. He has been consulting and teaching in the field of finance and risk management, with particular focus on multivariate products and dependence, for more than ten years. Before joining the academia, he worked at the Economic Research Department of BCI (COMIT), an Italian bank, where he directed the Forecasting and Risk Measurement Methods Unit. He has published papers in finance and economics in international journasl and six books on topics of risk management and financial mathematics.

Fabrizio Durante is an Associate Professor for Statistics at the Faculty of Economics and Management of the Free University of Bozen-Bolzano (UNIBZ), Italy. He studied at the University of Lecce, Italy, where he has obtained his doctoral degree in Mathematics. Before joining FUB, he was also working at the Johannes Kepler University Linz, Austria, where he has obtained the habilitation in Mathematics in 2010.  His research activities focus on the fields of dependence and copula models, with particular emphasis on applications in financial risk management, reliability theory, and environmental science (especially hydrology). He co-edited two books devoted to copula theory and its applications published by Springer. Moreover, he has organized several international events and special sessions about dependence models in the recent years. Currently, he is associate editor of the journal “Computational Statistics and Data Analysis" and “Dependence Modeling".

Sabrina Mulinacci is an Associate Professor of Mathematical Methods for Economics and Finance at the Department of Statistics at the University of Bologna. She obtained her PhD in mathematics at the University of Pisa and she has been Associate Professor at the Catholic University of Milan.  Her main research interests focus on probability theory and mathematical finance.

Table of contents (6 chapters)

Table of contents (6 chapters)
  • A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution

    Pages 1-13

    Bernhart, German (et al.)

  • Copulas Based on Marshall–Olkin Machinery

    Pages 15-31

    Durante, Fabrizio (et al.)

  • The Mean of Marshall–Olkin-Dependent Exponential Random Variables

    Pages 33-50

    Fernández, Lexuri (et al.)

  • General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes

    Pages 51-64

    Frostig, Esther (et al.)

  • Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution

    Pages 65-86

    Mulinacci, Sabrina

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-319-19039-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-3-319-19038-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: November 4, 2016
  • ISBN 978-3-319-38448-1
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Marshall Olkin Distributions - Advances in Theory and Applications
Book Subtitle
Bologna, Italy, October 2013
Editors
  • Umberto Cherubini
  • Fabrizio Durante
  • Sabrina Mulinacci
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
141
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-19039-6
DOI
10.1007/978-3-319-19039-6
Hardcover ISBN
978-3-319-19038-9
Softcover ISBN
978-3-319-38448-1
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XV, 113
Number of Illustrations
18 b/w illustrations
Topics