Heavy-Tailed Distributions and Robustness in Economics and Finance by Marat Ibragimov, Rustam Ibragimov, Johan Walden.
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implication...
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