Cherubini U., Durante F., Mulinacci S. (eds.) Marshall Olkin Distributions - Advances in Theory and Applications

Bologna: Springer, 2015. - 113p.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. 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.Topics
Statistical Theory and Methods
Applications of Mathematics
Econometrics
Statistics for Business, Economics, Mathematical Finance, InsuranceA Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution
Copulas Based on Marshall–Olkin Machinery
The Mean of Marshall–Olkin-Dependent Exponential Random Variables
General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes
Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
Extended Marshall–Olkin Model and Its Dual Version