Merkzettel Warenkorb
Produktbild: Mathematical and Statistical Methods for Actuarial Sciences and Finance
- 10%

Mathematical and Statistical Methods for Actuarial Sciences and Finance

10% sparen

95,99 € UVP 106,99 €

inkl. gesetzl. MwSt., Versandkostenfrei

Lieferung nach Hause

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

24.03.2014

Abbildungen

X, 26 illus., 7 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen

Herausgeber

Cira Perna + weitere

Verlag

Springer

Seitenzahl

190

Maße (L/B/H)

24,1/16/1,7 cm

Gewicht

414 g

Auflage

2014

Sprache

Englisch

ISBN

978-3-319-05013-3

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

24.03.2014

Abbildungen

X, 26 illus., 7 illus. in color., farbige Illustrationen, schwarz-weiss Illustrationen

Herausgeber

Verlag

Springer

Seitenzahl

190

Maße (L/B/H)

24,1/16/1,7 cm

Gewicht

414 g

Auflage

2014

Sprache

Englisch

ISBN

978-3-319-05013-3

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
Die Leseprobe wird geladen.
  • Produktbild: Mathematical and Statistical Methods for Actuarial Sciences and Finance
  • 1 I. Albarrn, P. Alonso, A.Arribas-Gil and A. Gran: Can personal dependency paths help to estimate life expectancy free of dependency?.- 2 A. Amendola and V. Candila: Evaluation of volatility forecasts in a VaR framework.- 3 A. Amendola and M. Restaino: Optimal cut-off points for multiple causes of business failure models.- 4 R. Baragona, F. Battaglia and D. Cucina: Maximum empirical likelihood inference for outliers in autoregressive time series.- 5 A. Basso and S. Funari: The role of fund size and returns to scale in the performance of mutual funds.- 6 M. Biancardi and G. Villani: A robustness analysis of least-squares monte carlo for r&d real options valuation.- 7 G. Bimonte and P. Spennati: The common pool problem of intergovernmental interactions and fiscal discipline: a Stackelberg approach.- 8 S. Boffelli and G. Urga: High -and low-frequency correlations in European government bond spreads and their macroeconomic drivers.- 9 S. Bonini and G. Caivano: Probability of default: a modern calibration approach.- 10 S. Bonini and G. Caivano: Development of a LGD model Basel2 compliant: a case study.- 11 S. Capecchi and D. Piccolo: Modelling the latent components of personal happiness.- 12 M. Caporin, L. Corazzini and M. Costola: Measuring the impact of behavioural choices on the market prices.- 13 M. Cardin: A note on natural risk statistics, OWA operators and generalized Gini functions.- 14 R. Cerchiara and V. Magatti: The estimation of standard deviation of premium risk under solvency 2. - 15 M. Coppola and V. D'Amato: The solvency capital requirement management for an insurance company.- 16 M. Corduas: Direct multi-step estimation and time series classification. - 17 V. D'Amato, S. Haberman, G. Piscopo and M. Russolillo: Alternative Assessments of the Longevity Trends.- 18 G. H. Dash, Jr. and N. Kajiji: Combinatorial nonlinear goal programming for ESG portfolio optimization and dynamic hedge management.- 19 A. Di Crescenzo, B. Martinucci and S. Zacks: On the geometric Brownian motion with alternating trend.- 20 E. Di Lorenzo, M. La Rocca, A. Orlando, C. Perna and M. Sibillo: Empirical evidences on predictive accuracy of survival models.- 21 R. Donati and M. Corazza: RedESTM, a risk measure in a Pareto-Levy stable framework with clustering.- 22 N. Ettore D'Ortona and G. Melisi: Run-off error in the outstanding claims reserves evaluation.- 23 S. Ferrando, A. Gonzalez, I. Degano, and M. Rahsepar: Trajectory based market models. Arbitrage and pricing intervals.- 24 G. Fig-Talamanca: A statistical test for the Heston model.- 25 F. Giordano, M. Niglio and C. Damiano Vitale: Threshold Random Walk structures in finance.- 26 J. Gogola: Stochastic mortality models. Application to CR mortality data.- 27 M. Harcek: Risk adjusted dynamic hedging strategies.- 28 A. Klani and F. Quittard-Pinon: Pricing and hedging variable annuities.- 29 D. G. Konstantinides and C. E. Kountzakis: Monetary risk functionals on Orlicz spaces produced by set-valued risk maps and random measures.- 30 N. Loperfido: A probability inequality related to Mardia's kurtosis.- 31 G. M. Mantovani, G. Coro, P. Gurisatti and M. Mestroni: Integrating industrial and financial analysis into a rating methodology for corporate risk detection: the case of the Vicenza manufacturing firms.- 32 L. Mercuri and E. Rroji: Risk measurement using the mixed tempered stable distribution.- 33 M. Mestroni, E. Basilico and G. Max Mantovani: Corporate finance... what else? The case of the productive chain networks in north-east Italy and the scaffolding finance adopted by their leader.- 34 A. Naccarato and P. Andrea: BEKK element-by-element estimation of a volatility matrix. A portfolio simulation.- 35 M. Nardon and P. Pianca: The effects of curvature and elevation of the probability weighting function on options prices.- 36 A. Ntamjokouen, S. Haberman and G. Consigli: A multivariate approach to project the long run relationship of mortality indices between Canadian provinces.- 37 A. Orlando, G. di Lorenzo and M. Politano: Measuring and managing the longevity risk: an empirical evidence from the Italian pension market.- 38 T. Paletta, A. Leccadito and R. Tunaru: Pricing and hedging basket options under shifted asymmetric jump-diffusion process.- 39 M. Resta: On a data mining framework for the identification of frequent pattern trends.- 40 D. Teneng and K. Parna: Risk processes with normal inverse gaussian claims and premiums.- 41 T. Uratani: A portfolio model for the risk management in public pension.- 42 R. Yves: Black Scholes option sensitivity using high order greeks.