经典著作《Statistical Size Distributions in Economics and Actuarial Sciences》

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Wiley2003年新书，不知道有没有，发上来大家分享一下，希望有助于对经济和精算的学习，呵呵！

A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences. Statistical Size Distributions in Economics and Actuarial Sciences is the first collection to systematically investigate a wide variety of parametric models that deal with income, wealth, and related notions. Christian Kleiber and Samuel Kotz survey, compliment, compare, and unify all of the disparate models of income distribution, highlighting at times a lack of coordination between them that can result in unnecessary duplication. Considering models from eight languages and all continents, the authors discuss the social and economic implications of each as well as distributions of size of loss in actuarial applications. Specific models covered include:

• Pareto distributions
• Lognormal distributions
• Gamma-type size distributions
• Beta-type size distributions
• Miscellaneous size distributions

Three appendices provide brief biographies of some of the leading players along with the basic properties of each of the distributions. Actuaries, economists, market researchers, social scientists, and physicists interested in econophysics will find Statistical Size Distributions in Economics and Actuarial Sciences to be a truly one-of-a-kind addition to the professional literature.


Preface. Acknowledgments.
1. Introduction.
1.1 Our Aims.
1.2 Types of Economic Size Distributions.
1.3 A Brief Historical Sketch of the Models for Studying Economic Size Distributions.
1.4 Stochastic Process Models for Size Distributions.
2. General Principles.
2.1 Some Concepts from Economics.
2.2 Hazard Rates, Mean Excess Functions, and Tailweight.
2.3 Systems of Distributions.
2.4 Generating Systems of Income Distributions.
3. Pareto Distributions.
3.1 Definitions.
3.2 History and Genesis.
3.3 Moments and Other Basic Properties.
3.4 Characterizations.
3.5 Lorenz Curve and Inequality Measures.
3.6 Estimation.
3.7 Empirical Results.
3.8 Stoppa Distributions.
3.9 Conic Distribution.
3.10 A "log-adjusted" Pareto Distribution.
3.11 Stable Distributions.
3.12 Further Pareto-type Distributions.
4. Lognormal Distribution.
4.1 Definition.
4.2 History and Genesis.
4.3 Moments and Other Basic Properties.
4.4 Characterizations.
4.5 Lorenz Curve and Inequality Measures.
4.6 Estimation.
4.7 Three-and four-parameter Lognormal Distributions.
4.8 Multivariate Lognormal Distribution.
4.9 Empirical Results.
4.10 Generalized Lognormal Distribution.
4.11 An Asymmetric Log-Laplace Distribution.
4.12 Related Distributions.
5. Gamma-type Size Distributions.
5.1 Generalized Gamma Distribution.
5.2 Gamma Distribution.
5.3 Log-gamma Distribution.
5.4 Inverse Gamma (Vinci) Distribution.
5.5 Weibull Distribution.
5.6 Log-Gompertz Distribution.
6. Beta-type Size Distributions.
6.1 (Generalized) Beta Distribution of the Second Kind.
6.2 Singh-Maddala Distribution.
6.3 Dagum Distribution.
6.4 Fisk (log-logistic) and Lomax Distributions.
7. Miscellaneous Size Distributions.
7.1 Benini Distribution.
7.2 Davis Distribution.
A.1 Vilfredo Federico Domaso Pareto, Marchese di Parigi.
A.2 Rodolfo Benini.
A.3 Max Otto Lorenz.
A.4 Corrado Gini.
A.5 Luigi Amoroso.
A.6 Raffaele D’Addario.
A.7 Robert Pierre Louis Gibrat.
A.8 David Gawen Champernowne.
Appendix B. Data on Size Distributions.
Appendix C. Size Distributions.
List of Symbols.
References.
Author Index.
Subject Index.


http://www.amazon.com/Statistical-Distributions-Economics-Probability-Statistics/dp/0471150649

http://ca.wiley.com/WileyCDA/WileyTitle/productCd-0471150649.html

[usemoney=3]511790[/usemoney]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：distribution Statistical statistica statistic Actuarial Actuarial Economics Christian Samuel Kleiber

谢谢！不错

自己顶一下

[biggrin]

感谢楼主啊。。。。。。
你卖的最便宜呵呵

好书啊，正好学这个

感谢分享！

正好用到哈，谢谢楼主