摘要翻译：
本文主要研究几何参数及其在经济学和金融学中的应用。我们讨论了几何均值和几何标准差比算术模型更自然的乘法模型。我们举了1995-2009年华沙证券交易所和1992-2009年波兰52周国库券投标的两个例子作为说明性例子。对于在金融和保险中有应用的分布，我们给出了它们的乘法参数以及它们的估计。我们考虑，除其他外，重尾分布，如对数正态分布和帕累托分布，应用于大损失的建模。
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英文标题：
《Additive versus multiplicative parameters - applications in economics
and finance》
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作者：
Helena Jasiulewicz, Wojciech Kordecki
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最新提交年份：
2016
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
In this paper, we pay our attention to geometric parameters and their applications in economics and finance. We discuss the multiplicative models in which a geometric mean and a geometric standard deviation are more natural than arithmetic ones. We give two examples from Warsaw Stock Exchange in 1995--2009 and from a bid of 52-week treasury bills in 1992--2009 in Poland as an illustrative example. For distributions having applications in finance and insurance we give their multiplicative parameters as well as their estimations. We consider, among others, heavy-tailed distributions such as lognormal and Pareto distribution, applied to modelling of large losses.
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