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

9788847055803


Pages:   412
Publication Date:   29 November 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Mathematical and Statistical Methods for Actuarial Sciences and Finance


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Overview

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.

Full Product Details

Author:   Cira Perna ,  Marilena Sibillo
Publisher:   Springer Verlag
Imprint:   Springer Verlag
Dimensions:   Width: 15.50cm , Height: 2.20cm , Length: 23.50cm
Weight:   0.646kg
ISBN:  

9788847055803


ISBN 10:   8847055806
Pages:   412
Publication Date:   29 November 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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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