Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editors: Perna, Cira, Sibillo, Marilena (Eds.)
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- About this book
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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)
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Can Personal Dependency Paths Help to Estimate Life Expectancy Free of Dependency?
Pages 1-5
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Evaluation of Volatility Forecasts in a VaR Framework
Pages 7-10
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Optimal Cut-Off Points for Multiple Causes of Business Failure Models
Pages 11-15
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Maximum Empirical Likelihood Inference for Outliers in Autoregressive Time Series
Pages 17-20
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The Role of Fund Size and Returns to Scale in the Performance of Mutual Funds
Pages 21-25
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Table of contents (42 chapters)
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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
- 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
- 19 b/w illustrations, 7 illustrations in colour
- Topics
