Mathematical and Statistical Methods for Actuarial Sciences and Finance
-15%
portes grátis
Mathematical and Statistical Methods for Actuarial Sciences and Finance
MAF 2016
Perna, Cira; Sibillo, Marilena; Corazza, Marco; Legros, Florence
Springer International Publishing AG
06/2019
169
Mole
Inglês
9783319843520
15 a 20 dias
454
Descrição não disponível.
1 The effects of credit rating announcements on bond liquidity: An event study.- 2 The effect of credit rating events on the emerging CDS market.- 3 A generalised linear model approach to predict the result of research evaluation.- 4 Projecting dynamic life tables using Data Cloning.- 5 Markov switching GARCH models: Filtering, approximations and duality.- 6 A network approach to risk theory and portfolio selection.- 7 A PSO-based approach for improving simple trading systems.- 8 Provisions for outstanding claims with distance-based generalized linear models.- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business.- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure.- 11 Modeling volatility risk premium.- 12 Covered call writing and framing: A cumulative prospect theory approach.- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
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Actuarial sciences;Insurance;Finance;Mathematics;Statistics;quantitative finance
1 The effects of credit rating announcements on bond liquidity: An event study.- 2 The effect of credit rating events on the emerging CDS market.- 3 A generalised linear model approach to predict the result of research evaluation.- 4 Projecting dynamic life tables using Data Cloning.- 5 Markov switching GARCH models: Filtering, approximations and duality.- 6 A network approach to risk theory and portfolio selection.- 7 A PSO-based approach for improving simple trading systems.- 8 Provisions for outstanding claims with distance-based generalized linear models.- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business.- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure.- 11 Modeling volatility risk premium.- 12 Covered call writing and framing: A cumulative prospect theory approach.- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
