Research Catalog

Details

Additional authors

1. Corazza, Marco, 1962-
2. Pizzi, Claudio, 1944-

Description

1. ix, 313 pages : illustrations; 24 cm

Summary

1. 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.

Subject

1. Insurance > Mathematics
2. Conference proceedings
3. Mathematisches Modell
4. Finance > Mathematical models > Congresses
5. Finanzmathematik
6. Insurance > Mathematics > Congresses
7. Statistik

Genre/Form

1. Conference proceedings.

Call number

1. JBE 18-1173

Bibliography (note)

1. Includes bibliographical references and indexes.

Title

1. Mathematical and statistical methods for actuarial sciences and finance / Marco Corazza, Claudio Pizzi, editors.

Publisher

1. Cham : Springer, [2014]

Copyright date

1. ©2014

Type of content

1. text

Type of medium

1. unmediated

Type of carrier

1. volume

Bibliography

1. Includes bibliographical references and indexes.

Connect to:

1. Table of contents only
2. Publisher description

Added author

1. Corazza, Marco, 1962- editor.
2. Pizzi, Claudio, 1944- editor.

LCCN

1. 2013945795

ISBN

1. 3319050133
2. 9783319050133
3. 9783319024981
4. 3319024981
5. 3319050141 (electronic bk.)
6. 9783319050140 (electronic bk.)

Research call number

1. JBE 18-1173