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Mathematical and Statistical Methods for Actuarial Sciences and Finance

Name: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Brand: Springer International Publishing AG
SKU: 9783319024981
Price: 2742 CZK
Availability: InStock

Autor: Marco Corazza, Claudio Pizzi

Jazyk:

Vazba: Pevná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

2 742 Kč

The interaction between mathematicians and statisticians has been shown to be an e ective approach f...

Informace o knize

Autor

Marco Corazza, Claudio Pizzi

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2013

Stránek

313

EAN

9783319024981

ISBN

3319024981

Enbook ID

02084661

Vydavatel

Springer International Publishing AG

Hmotnost

758

Rozměry

163 x 245 x 23

Kompletní popis

The interaction between mathematicians and statisticians has been shown to be an e ective approach for dealing with actuarial, insurance and nancial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and nance elds, all treated in the light of the successful cooperation between the above two quantitative approaches. §The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral nance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; nancial contagion models; nancial ratios; intelligent nancial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; de ned bene t pension plans; double-indexed pension annuities; ef cient-market hypothesis; exchange markets; nancial time series; rms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. §This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.§