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Statistical size distributions in economics and actuarial sciences

Kleiber, Christian and Kotz, Samuel. (2003) Statistical size distributions in economics and actuarial sciences. Wiley series in probability and mathematical statistics. New York.

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Official URL: http://edoc.unibas.ch/dok/A3807752

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Abstract

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.
Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > ├ľkonometrie und Statistik (Kleiber)
UniBasel Contributors:Kleiber, Christian
Item Type:Book
Book Subtype:Authored Book
Bibsysno:Link to catalogue
Publisher:John Wiley
ISBN:0-471-15064-9 (hbk.)
Number of Pages:332 S.
Note:Publication type according to Uni Basel Research Database: Authored book
Last Modified:22 Mar 2012 14:29
Deposited On:22 Mar 2012 14:08

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