Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editors: Perna, Cira, Sibillo, Marilena (Eds.)
Free Preview- 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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- About this book
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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)
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On the estimation in continuous limit of GARCH processes
Pages 1-9
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Variable selection in forecasting models for default risk
Pages 11-18
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Capital structure with firm’s net cash payouts
Pages 19-26
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Convex ordering of Esscher and minimal entropy martingale measures for discrete time models
Pages 27-34
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On hyperbolic iterated distortions for the adjustment of survival functions
Pages 35-42
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Table of contents (46 chapters)
- Download Preface 1 PDF (74.7 KB)
- Download Table of contents PDF (99.3 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Editors
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- 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
