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Mathematical and Statistical Methods for Actuarial Sciences and Finance

Cira Perna, Marilena Sibillo (Herausgeber)

Buch | Hardcover

412 Seiten

2011
Springer Verlag
978-88-470-2341-3 (ISBN)

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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.

On the estimation in continuous limit of GARCH processes by G. Albano, F. Giordano, and C. Perna. - Variable selection in forecasting models for default risk by A. Amendola, M. Restaino, and L. Sensini. - Capital structure with firm’s net cash payouts by F. Barsotti, M.E. Mancino, and M. Pontier. - Convex ordering of Esscher and minimal entropy martingale measures for discrete time models by F. Bellini and C. Sgarra. - On hyperbolic iterated distortions for the adjustment of survival
functions by A. Bienvenue and D. Rullière. - Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.

Zusatzinfo	XII, 412 p.
Verlagsort	Milan
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Statistik
	Wirtschaft ► Allgemeines / Lexika
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	88-470-2341-6 / 8847023416
ISBN-13	978-88-470-2341-3 / 9788847023413
Zustand	Neuware