Verkauf durch Sack Fachmedien

Sibillo / Perna

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Medium: Buch
ISBN: 978-88-470-5580-3
Verlag: Springer Milan
Erscheinungstermin: 29.11.2013
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9788847055803
  • Medium: Buch
  • ISBN: 978-88-470-5580-3
  • Verlag: Springer Milan
  • Erscheinungstermin: 29.11.2013
  • Sprache(n): Englisch
  • Auflage: 2012
  • Produktform: Kartoniert, Previously published in hardcover
  • Gewicht: 639 g
  • Seiten: 412
  • Format (B x H x T): 155 x 235 x 23 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Herausgeber

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.