Heavy-Tailed Distributions and Robustness in Economics and Finance [2015 ed.] 3319168762, 978-3-319-16876-0, 978-3-319-16877-7

Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insu

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English Pages C, xiv, 119 Year 2015

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Table of contents :
Front Matter....Pages i-xiv
Introduction....Pages 1-9
Implications of Heavy-Tailedness....Pages 11-81
Inference and Empirical Examples....Pages 83-109
Back Matter....Pages 111-119

Heavy-Tailed Distributions and Robustness in Economics and Finance [2015 ed.]
 3319168762, 978-3-319-16876-0, 978-3-319-16877-7

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