Mathematical and Statistical Methods for Actuarial Sciences and Finance
1st Edition
Published on 29. November 2013
Book
Paperback/Softback
XII, 412 pages
978-88-470-5580-3 (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
Other editions
Additional editions
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
Cira Perna | Marilena Sibillo
Mathematical and Statistical Methods for Actuarial Sciences and Finance
Book
10/2011
Springer
€149.79
Shipment within 7-9 days
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.