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Record Nr. |
UNINA9910454307403321 |
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Titolo |
Probability, finance and insurance [[electronic resource] ] : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 / / editors, Tze Leung Lai, Hailiang Yang, Siu Pang Yung |
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Pubbl/distr/stampa |
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Singapore ; ; River Edge, : World Scientific, c2004 |
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ISBN |
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1-281-89874-0 |
9786611898748 |
981-270-271-7 |
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Descrizione fisica |
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1 online resource (252 p.) |
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Altri autori (Persone) |
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LaiT. L |
YangHailiang |
YungSiu Pang |
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Disciplina |
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Soggetti |
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Investments - Mathematics |
Finance - Mathematical models |
Insurance - Statistical methods |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Preface; List of Participants; CONTENTS; Limit theorems for moving averages; 1. Introduction; 2. Strong limit theorems for moving averages; 3. Large deviation approximations for logarithmic window sizes; 4. Window sizes associated with moderate deviation approximations; 5. Maxima and boundary crossing probabilities of asymptotically Gaussian random fields; References; On large deviations for moving average processes; 1. Introduction; 2. Main results; 3. A priori estimation; 4. Proofs of Theorem 2.1 and Theorem 2.2; 5. Proofs of Theorem 2.3 Corollary 2.1 |
6. Proofs of Propositions 2.1 2.2 and Theorem 2.47. Appendix: proof of Lemma 3.3; References; Recent progress on self-normalized limit theorems; 1. Introduction; 2. Self-normalized saddlepoint approximations; 3. Limit distributions of self-normalized sums; 4. Weak invariance principle for self-normalized partial sum processes; 5. Darling-Erdos theorems for self-normalized sums; 6. Large and |
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moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. Exponential inequalities for self-normalized processes; References |
Limit theorems for independent self-normalized sums1. Introduction; 2. Asymptotic Normality; 3. Uniform Berry-Esseen Bounds; 4. Non-Uniform Berry-Esseen Bounds; 5. Exponential Non-Uniform Berry-Esseen Bounds; 6. Edgeworth Expansions; 7. Moderate Deviations; 8. Large Deviations; 9. Saddlepoint Approximations; 10. LIL for Partial Sums; 11. LIL for Increments of Partial Sums; 12. Summary; References; Phase changes in random recursive structures and algorithms; 1. Phase changes related to the Poisson distribution; 2. Phase changes related to Quicksort; 3. Conclusions; References |
Iterated random function system: convergence theorems1. Introduction; 2. Stochastic stability and ergodic theorem; 3. Central limit theorem and quick convergence: Poisson equation approach; References; Asymptotic properties of adaptive designs via strong approximations; 1. Introduction; 2. Play-the-Winner rule and Markov chain adaptive designs; 3. Randomized play-the-Winner rule and generalized Polya urn; 4. Doubly adaptive biased coin designs; 5. The drop-the-loss rule; 6. The minimum asymptotic variance; References; Johnson-Mehl tessellations: asymptotics and inferences; 1. Introduction |
2. Asymptotics3. Statistics; References; Rapid simulation of correlated defaults and the valuation of basket default swaps; 1. Introduction; 2. Hazard rate model and calibration; 3. Pricing basket default swaps; 4. Conclusion; Appendix A. Explicit solution of the jump CIR generating function; Appendix B. Copula Functions; References; Optimal consumption and portfolio in a market where the volatility is driven by fractional Brownian motion; 1. Introduction; 2. General Results; 3. Some Particular Utility Functions; 4. Conclusion; References |
MLE for change-point in ARMA-GARCH models with a changing drift |
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Sommario/riassunto |
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This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings |
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2. |
Record Nr. |
UNINA9910139781303321 |
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Titolo |
Brook's clinical pediatric endocrinology [[electronic resource] /] / edited by Charles G.D. Brook, Peter E. Clayton, Rosalind S. Brown |
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Pubbl/distr/stampa |
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Chichester, West Sussex, UK ; ; Hoboken, NJ, : Wiley-Blackwell, 2009 |
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ISBN |
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1-282-31479-3 |
9786612314797 |
1-4443-1672-9 |
1-4443-1673-7 |
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Edizione |
[6th ed.] |
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Descrizione fisica |
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1 online resource (638 p.) |
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Altri autori (Persone) |
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BrookC. G. D (Charles Groves Darville) |
ClaytonPeter E |
BrownRosalind S |
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Disciplina |
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Soggetti |
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Pediatric endocrinology |
Genetics |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Brook's Clinical Pediatric Endocrinology; Contents; List of Contributors; Preface; 1: Genetics and Genomics; 2: Principles of Hormone Action; 3: Measuring Hormones, Molecular Tests and their Clinical Application; 4: Congenital Disorders of the Hypothalamo-Pituitary-Somatotrope Axis; 5: Acquired Disorders of the Hypothalamo-Pituitary Axis; 6: Evaluation of Growth Disorders; 7: Management of Disordered Growth; 8: Evaluation and Management of Late Effects of Cancer Treatment; 9: Evaluation and Management of Disorders of Sex Development; 10: Evaluation of Disordered Puberty |
11: Management of Disordered Pubertycolor plates; 12: The Thyroid; 13: The Adrenal Cortex and its Disorders; 14: Polyglandular Syndromes; 15: Disorders of Water Balance; 16: The Parathyroid and Disorders of Calcium and Bone Metabolism; 17: Endocrine Neoplasia in Childhood; 18: Diabetes Mellitus; 19: Hypoglycemia: Assessment and Management; 20: Childhood Obesity; 21: Polycystic Ovarian Syndrome; |
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22: Weight Regulation and Monogenic Obesity; 23: Ethical Issues in Clinical Pediatric Endocrinology; Appendix: Syndrome-specific Growth Charts; Index |
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Sommario/riassunto |
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A benchmark reference textbook. An exceptional editorial team and internationally renowned contributors come together to bring you Brook's Clinical Pediatric Endocrinology. This new book is full of practical advice and is essential reading for everyone involved in the care of children and adolescents with endocrine disease and disorders. This outstanding reference book has been fully updated to feature new concepts, new investigations and new molecular mechanisms and is full of practical, clinical advice. The perfect text for pediatric endocrinologists, endocrinologists and p |
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