Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editat de Cira Perna, Marilena Sibilloen Limba Engleză Paperback – 29 noi 2013
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Specificații
ISBN-13: 9788847055803
ISBN-10: 8847055806
Pagini: 424
Ilustrații: XII, 412 p.
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.59 kg
Ediția:2012
Editura: Springer
Colecția Springer
Locul publicării:Milano, Italy
ISBN-10: 8847055806
Pagini: 424
Ilustrații: XII, 412 p.
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.59 kg
Ediția:2012
Editura: Springer
Colecția Springer
Locul publicării:Milano, Italy
Public țintă
ResearchCuprins
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.
Textul de pe ultima copertă
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.
Caracteristici
The book is the result of the Mathematical and Statistical interdisciplinary approach to the researches in the actuarial and financial topics The book aims at providing state of the art research in development, implementation and real world applications of statistical and mathematical models in actuarial and finance sciences The book offers the occasion for discussing problems of national and international interest Includes supplementary material: sn.pub/extras