Mathematical and Statistical Methods for Insurance and Finance

Language: English

Published by Springer, Springer Nov 2014, 2014

8847056012 / 9788847056015

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 224 pp. Englisch.

Seller Inventory # 9788847056015

Title
Mathematical and Statistical Methods for Insurance and Finance
Author
Cira Perna
Publisher
Springer, Springer Nov 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
8847056012
ISBN 13
9788847056015
Item weight
347 grams
Dimensions
235x155x13 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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