Mathematical and Statistical Methods for Actuarial Sciences and Finance
Author:   Cira Perna ,  Marilena Sibillo
Publisher:   Springer Verlag
Edition:   2012 ed.
ISBN:  

9788847023413


Pages:   412
Publication Date:   06 October 2011
Format:   Hardback
Availability:   Awaiting stock   Availability explained
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Mathematical and Statistical Methods for Actuarial Sciences and Finance


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Author:   Cira Perna ,  Marilena Sibillo
Publisher:   Springer Verlag
Imprint:   Springer Verlag
Edition:   2012 ed.
Dimensions:   Width: 15.50cm , Height: 2.50cm , Length: 23.50cm
Weight:   0.799kg
ISBN:  

9788847023413


ISBN 10:   8847023416
Pages:   412
Publication Date:   06 October 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

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.

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