Statistical Size Distributions in Economics and Actuarial Sciences

Informationen zum Autor CHRISTIAN KLEIBER, PhD, is assistant professor in the Department of Statistics at the University of Dortmund in Germany.SAMUEL KOTZ, PhD, honorary Doctor of Science, is professor and research scholar at the Department of Engineering Management and Systems Engineering at George Washington University in Washington, D.C. Klappentext Providing insight into a field of study that is now gaining global importance, this comprehensive treatment of statistical size distributions:* Describes in-full more than 25 models* Covers Lorenz curves, multimodal, and multivariate distributions* Pays specific attention to Italian, and to some degree Japanese sources* Emphasizes interrelations among various families* Accounts for more than 200 personal papers, theses, and technical reports by the authors, representing over 40 combined years of study and research* Opens a formerly European field to the global market Zusammenfassung With the growth of such fields as financial economics, so has the need for a thorough discussion of statistical size distributions. Inhaltsverzeichnis 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.6.5 (Generalized) Beta Distribution of the First Kind.7. Miscellaneous Size Distributions.7.1 Benini Distribution.7.2 Davis Distribution.7.3 Champernowne Distribution.7.4 Benktander Distributions.Appendix A. Biographies.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....

Klappentext
Providing insight into a field of study that is now gaining global importance, this comprehensive treatment of statistical size distributions: * Describes in-full more than 25 models * Covers Lorenz curves, multimodal, and multivariate distributions * Pays specific attention to Italian, and to some degree Japanese sources * Emphasizes interrelations among various families * Accounts for more than 200 personal papers, theses, and technical reports by the authors, representing over 40 combined years of study and research * Opens a formerly European field to the global market

Zusammenfassung
With the growth of such fields as financial economics, so has the need for a thorough discussion of statistical size distributions.

Inhalt
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. 6.5 (Generalized) Beta Distribution of the First Kind. 7. Miscellaneous Size Distributions. 7.1 Benini Distribution. 7.2 Davis Distribution. 7.3 Champernowne Distribution. 7.4 Benktander Distributions. Appendix A. Biographies. 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.

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