Mathematical and Statistical Methods for Actuarial Sciences and Finance

Editors: Perna, Cira, Sibillo, Marilena (Eds.)

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  • ISBN 978-3-319-05014-0
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Hardcover $109.00
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  • ISBN 978-3-319-05013-3
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  • Due: October 6, 2016
  • ISBN 978-3-319-35856-7
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About this book

This volume aims to collect new ideas presented in the form of 4 page papers dedicated to mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field and provides interesting scientific products in theoretical models and practical applications, as well as in scientific discussion of problems of national and international interest. This work reflects the results discussed at the biennial conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), born at the University of Salerno in 2004.

Table of contents (42 chapters)

  • Can Personal Dependency Paths Help to Estimate Life Expectancy Free of Dependency?

    Albarrán, Irene (et al.)

    Pages 1-5

  • Evaluation of Volatility Forecasts in a VaR Framework

    Amendola, Alessandra (et al.)

    Pages 7-10

  • Optimal Cut-Off Points for Multiple Causes of Business Failure Models

    Amendola, Alessandra (et al.)

    Pages 11-15

  • Maximum Empirical Likelihood Inference for Outliers in Autoregressive Time Series

    Baragona, Roberto (et al.)

    Pages 17-20

  • The Role of Fund Size and Returns to Scale in the Performance of Mutual Funds

    Basso, Antonella (et al.)

    Pages 21-25

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-3-319-05014-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-3-319-05013-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: October 6, 2016
  • ISBN 978-3-319-35856-7
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editors
  • Cira Perna
  • Marilena Sibillo
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-05014-0
DOI
10.1007/978-3-319-05014-0
Hardcover ISBN
978-3-319-05013-3
Softcover ISBN
978-3-319-35856-7
Edition Number
1
Number of Pages
X, 190
Number of Illustrations and Tables
19 b/w illustrations, 7 illustrations in colour
Topics