Financial and Actuarial Statistics
An Introduction
Seiten
2003
Crc Press Inc (Verlag)
978-0-8247-4270-6 (ISBN)
Crc Press Inc (Verlag)
978-0-8247-4270-6 (ISBN)
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Based on a loss function approach, this reference reviews the advances in financial and actuarial modeling, providing statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing.
Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.
Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.
Statistical ConceptsFinancial Computational ModelsDeterministic Status ModelsFuture Lifetime Random VariableFuture Lifetime Models and TablesStochastic Status ModelsScenario and Simulation TestingFurther Statistical ConsiderationsAppendix: Standard Normal TablesReferencesIndex
| Erscheint lt. Verlag | 1.4.2003 |
|---|---|
| Verlagsort | Bosa Roca |
| Sprache | englisch |
| Maße | 216 x 279 mm |
| Gewicht | 635 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Mathematik / Informatik ► Mathematik ► Statistik | |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-8247-4270-2 / 0824742702 |
| ISBN-13 | 978-0-8247-4270-6 / 9780824742706 |
| Zustand | Neuware |
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