More than 1,900 Springer Protocols eBooks at just $9.99 each! Get yours today>>

Mathematical and Statistical Methods for Insurance and Finance

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

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-88-470-0704-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-88-470-0703-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-88-470-5601-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields, all treated in light of the successful cooperation between the two quantitative methods.

About the authors

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.

Table of contents (7 chapters)

  • Spatial Aggregation in Scenario Tree Reduction

    Diana Barro, Elio Canestrelli, Pierangelo Ciurlia

    Pages 27-34

  • Characterization of Convex Premium Principles

    Marta Cardin, Graziella Pacelli

    Pages 53-60

  • FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences

    Rocco Roberto Cerchiara

    Pages 61-65

  • A Liability Adequacy Test for Mathematical Provision

    Rosa Cocozza, Emilia Di Lorenzo, Abina Orlando, et al.

    Pages 75-81

  • Analysis of Economic Fluctuations: A Contribution from Chaos Theory

    Marisa Faggini

    Pages 107-112

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-88-470-0704-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-88-470-0703-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-88-470-5601-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Mathematical and Statistical Methods for Insurance and Finance
Editors
  • Cira Perna
  • Marilena Sibillo
Copyright
2008
Publisher
Springer-Verlag Mailand
Copyright Holder
Springer-Verlag Milan
eBook ISBN
978-88-470-0704-8
DOI
10.1007/978-88-470-0704-8
Hardcover ISBN
978-88-470-0703-1
Softcover ISBN
978-88-470-5601-5
Edition Number
1
Number of Pages
XIV, 208
Topics