Mathematical and Statistical Methods for Actuarial Sciences and Finance - Tapa blanda

 
9783319358567: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Tapa blanda
ISBN 10: 3319358561 ISBN 13: 9783319358567
Editorial: Springer, 2016

Sinopsis

This volume aims to collect new ideas presented in the form of 4 page papers dedicated to mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field and provides interesting scientific products in theoretical models and practical applications, as well as in scientific discussion of problems of national and international interest. This work reflects the results discussed at the biennial conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), born at the University of Salerno in 2004.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance.

The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools.

This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2016
Idioma
Inglés
ISBN 10 
3319358561
ISBN 13 
9783319358567
Encuadernación
Tapa blanda
Número de páginas
200
Editor
Perna Cira, Sibillo Marilena
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783319050133: Mathematical and Statistical Methods for Actuarial Sciences and Finance

Edición Destacada

ISBN 10:  3319050133 ISBN 13:  9783319050133
Editorial: Springer, 2014
Tapa dura