Mathematical and Statistical Methods for Actuarial Sciences and Finance
(Sprache: Englisch)
Reflecting the cooperation of mathematicians and statisticians working in relevant fields, this volume provides state-of-the-art material on the development and real-world implementation of statistical and mathematical models in actuarial and finance sciences.
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Reflecting the cooperation of mathematicians and statisticians working in relevant fields, this volume provides state-of-the-art material on the development and real-world implementation of statistical and mathematical models in actuarial and finance sciences.
Klappentext zu „Mathematical and Statistical Methods for Actuarial Sciences and Finance “
The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.
Inhaltsverzeichnis zu „Mathematical and Statistical Methods for Actuarial Sciences and Finance “
On the estimation in continuous limit of GARCH processes by G. Albano, F. Giordano, and C. Perna. - Variable selection in forecasting models for default risk by A. Amendola, M. Restaino, and L. Sensini. - Capital structure with firm's net cash payouts by F. Barsotti, M.E. Mancino, and M. Pontier. - Convex ordering of Esscher and minimal entropy martingale measures for discrete time models by F. Bellini and C. Sgarra. - On hyperbolic iterated distortions for the adjustment of survivalfunctions by A. Bienvenue and D. Rullière. - Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.
Bibliographische Angaben
- 2013, 2012, XII, 412 Seiten, Maße: 15,6 x 23,9 cm, Kartoniert (TB), Englisch
- Herausgegeben: Cira Perna, Marilena Sibillo
- Verlag: Springer, Berlin
- ISBN-10: 8847055806
- ISBN-13: 9788847055803
Sprache:
Englisch
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