Cira Perna has received the Degree in Mathematics from the University of Naples in 1983 and the M. Phil. in Statistics from the CSREAM, University of Naples, in 1985. She had Faculty positions, as Associate Professor, at the University of Calabria (1992-1994) and at the University of Salerno (1994-1999). She has been Professor of Statistics at the University of Salerno since 2000. She has published over 50 technical papers in journals and books. Her current research focuses on non linear time series analysis, artificial neural network models, resampling techniques. She is a member of the Italian Statistical Society and of the IASC. She is also in the board of the ANSET (Italian Time Series Analysis Research Group).
Marilena Sibillo: After graduating in Quantitative Economics at the University of Naples Federico II, she worked at the University of Naples Federico II as a Researcher and taught at the Universities of Sassari and Salerno as Associate Professor. Since 2004 she is Professor in Financial Mathematics. She is author of several papers, mostly in Actuarial Mathematics, published in international specialized journal. At present her research is focused on the risk analysis in actuarial portfolio valuations.
Edition
Language
Place of publication
Target group
Professional and scholarly
Professional/practitioner
Illustrations
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 17 mm
Weight
ISBN-13
978-88-470-0703-1 (9788847007031)
DOI
10.1007/978-88-470-0704-8
Schweitzer Classification
Cira Perna has received the Degree in Mathematics from the University of Naples in 1983 and the M. Phil. in Statistics from the CSREAM, University of Naples, in 1985. She had Faculty positions, as Associate Professor, at the University of Calabria (1992-1994) and at the University of Salerno (1994-1999). She has been Professor of Statistics at the University of Salerno since 2000. She has published over 50 technical papers in journals and books. Her current research focuses on non linear time series analysis, artificial neural network models, resampling techniques. She is a member of the Italian Statistical Society and of the IASC. She is also in the board of the ANSET (Italian Time Series Analysis Research Group).
Marilena Sibillo: After graduating in Quantitative Economics at the University of Naples Federico II, she worked at the University of Naples Federico II as a Researcher and taught at the Universities of Sassari and Salerno as Associate Professor. Since 2004 she is Professor in Financial Mathematics. She is author of several papers, mostly in Actuarial Mathematics, published in international specialized journal. At present her research is focused on the risk analysis in actuarial portfolio valuations.
Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation.- Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models.- A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts.- Spatial Aggregation in Scenario Tree Reduction.- Scaling Laws in Stock Markets. An Analysis of Prices and Volumes.- Bounds for Concave Distortion Risk Measures for Sums of Risks.- Characterization of Convex Premium Principles.- FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences.- Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework.- A Liability Adequacy Test for Mathematical Provision.- Iterated Function Systems, Iterated Multifunction Systems, and Applications.- Remarks on Insured Loan Valuations.- Exploring the Copula Approach for the Analysis of Financial Durations.- Analysis of Economic Fluctuations: A Contribution from Chaos Theory.- Generalized Influence Functions and Robustness Analysis.- Neural Networks for Bandwidth Selection in Non-Parametric Derivative Estimation.- Comparing Mortality Trends via Lee-Carter Method in the Framework of Multidimensional Data Analysis.- Decision Making in Financial Markets Through Multivariate Ordering Procedure.- A Biometric Risks Analysis in Long Term Care Insurance.- Clustering Financial Data for Mutual Fund Management.- Modeling Ultra-High-Frequency Data: The S&P 500 Index Future.- Simulating a Generalized Gaussian Noise with Shape Parameter 1/2.- Further Remarks on Risk Profiles for Life Insurance Participating Policies.- Classifying Italian Pension Funds via GARCH Distance.- The Analysis of Extreme Events - Some Forecasting Approaches.
