Mathematical and Statistical Methods for Actuarial Sciences and Finance

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

  • The book is the result of the Mathematical and Statistical interdisciplinary approach to the researches in the actuarial and financial topics
  • The book aims at providing state of the art research in development, implementation and real world applications of statistical and mathematical models in actuarial and finance sciences
  • The book offers the occasion for discussing problems of national and international interest
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eBook $109.00
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  • ISBN 978-88-470-2342-0
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Hardcover $149.00
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  • ISBN 978-88-470-2341-3
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  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
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  • ISBN 978-88-470-5580-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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About this book

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.

Table of contents (46 chapters)

  • On the estimation in continuous limit of GARCH processes

    Albano, Giuseppina (et al.)

    Pages 1-9

  • Variable selection in forecasting models for default risk

    Amendola, Alessandra (et al.)

    Pages 11-18

  • Capital structure with firm’s net cash payouts

    Barsotti, Flavia (et al.)

    Pages 19-26

  • Convex ordering of Esscher and minimal entropy martingale measures for discrete time models

    Bellini, Fabio (et al.)

    Pages 27-34

  • On hyperbolic iterated distortions for the adjustment of survival functions

    Bienvenüe, Alexis (et al.)

    Pages 35-42

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-88-470-2342-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.00
price for USA
  • ISBN 978-88-470-2341-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-88-470-5580-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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
2012
Publisher
Springer-Verlag Mailand
Copyright Holder
Springer-Verlag Italia Srl.
eBook ISBN
978-88-470-2342-0
DOI
10.1007/978-88-470-2342-0
Hardcover ISBN
978-88-470-2341-3
Softcover ISBN
978-88-470-5580-3
Edition Number
1
Number of Pages
XII, 412
Topics