Mathematical and Statistical Methods for Actuarial Sciences and Finance
Published on 6. October 2011
Book
Hardback
XII, 412 pages
978-88-470-2341-3 (ISBN)
Description
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.
More details
Edition
2012 ed.
Language
English
Place of publication
Milano
Italy
Target group
Professional and scholarly
Research
Illustrations
98 s/w Abbildungen, 1 farbige Abbildung, 85 s/w Tabellen
XII, 412 p.
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 28 mm
Weight
799 gr
ISBN-13
978-88-470-2341-3 (9788847023413)
DOI
10.1007/978-88-470-2342-0
Schweitzer Classification
Other editions
Additional editions
Cira Perna | Marilena Sibillo
Mathematical and Statistical Methods for Actuarial Sciences and Finance
Book
11/2013
1st Edition
Springer
€106.99
Shipment within 10-15 days
Cira Perna | Marilena Sibillo
Mathematical and Statistical Methods for Actuarial Sciences and Finance
E-Book
03/2012
1st Edition
Springer
€96.29
Available for download
Content
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 survival
functions by A. Bienvenue and D. Rullière. - Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.