 | Applied Statistics in Social Sciences Subjects: Mathematics & Statistics; Advanced Mathematics; Applied Mathematics; Statistics & Probability; Discrete Mathematics; Mathematical Finance; Statistics; This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics and different financial problems and other scenarios in which these recently developed statistical models have been applied in recent years, including actuarial statistics (with emphasis on credibility theory, ruin theory, calculation of insurance premiums, etc.), stochastic frontier analysis (estimation of technical efficiency), duration models (intraday rate of trading), population geography, income and wealth distribution, physical economy, tourism and sports, among others. Each distribution is dealt with in a separate chapter along with descriptions of all possible applications. The authors also provide a detailed analysis of the proposed probabilistic families, discussing their relationship with existing models, statistical properties, analyzing their strengths and weaknesses, similarities and differences, different estimation methods along with comments on possible applications and extensions. Simulation methods are given for most of the models presented. Many of the probabilistic models shown along with their applications in the fields indicated are a result of numerous research articles published by the authors although others are also provided, mainly based on classical formulations, which have been the starting point of more general models. This volume contains an extensive updated bibliography selected from magazines and books on statistics, mathematics, economics, actuarial sciences and computer science. This book is an essential manual for researchers, professionals, professionals and, in general, for graduate students in computer science, engineering, bioinformatics, statistics and mathematics, since the concise writing style makes the book accessible to a wide audience. Emilio Gómez-Déniz is Professor of mathematics at University of Las Palmas de Gran Canaria, Spain. His research focuses on distribution theory, Bayesian statistics, robustness, Bayesian applications in economics with emphasis in actuarial statistics (credibility, ruin theory...). He is widely published in peer-reviewed national and international journals on these topics, such as Annals of Tourism Research, Tourism Economics, Insurance: Mathematics and Economics, Astin Bulletin, Quantitative Finance, Journal of Productivity Analysis, Physica A, among others. He was awarded the Julio Castelo Matrán international research award granted by the Mapfre Foundation in 2008 for his research in the area of insurance. He has also worked as an associate editor of journals such as Statistical Methodology, Symmetry, Risks, Spanish Statistical Journal, etc. He has also been a reviewer for Mathematical Reviews (American, Mathematical Society, AMS). He has more than 100 publications in research journals, most of them with JCR impact, and also has an extensive catalog of published books and invited conferences. Enrique Calder í n-Ojeda, Ph.D has degrees in mathematics (UNED, Spain) and applied statistics (ULPGC, Spain). He is Senior Lecturer at the Centre for Actuarial Studies at the University of Melbourne. He is author of numerous scientific papers in the field of actuarial statistics and econophysics. He is a member of the editorial board of the Spanish Journal of Statistics. He was awarded with best oral presentation in the International Conference for Applied Statistics ICAS 2015. He also received the Ignacion H. de Larramendi research grant 2017 sponsored by Fundación Mapfre in insurance and social protection. |
