03915nam0 2200661 i 450 VAN011538120220316121436.741N978-3-319-30417-520180307d2016 |0itac50 baengCH|||| |||||Statistical methods and applications in insurance and financeCIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors[Cham]Springer2016X, 225 p.ill.24 cm001VAN01025742001 Springer proceedings in mathematics & statistics210 Berlin [etc.]Springer158VAN0243183Statistical methods and applications in insurance and finance152364760HxxStochastic analysis [MSC 2020]VANC019765MF93E20Optimal stochastic control [MSC 2020]VANC019946MF60J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF91B05Risk models (general) [MSC 2020]VANC019981MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60H07Stochastic calculus of variations and the Malliavin calculus [MSC 2020]VANC020014MF60J65Brownian motion [MSC 2020]VANC020038MF60G51Processes with independent increments; Lévy processes [MSC 2020]VANC020665MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF60G55Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]VANC024268MF60E07Infinitely divisible distributions; stable distributions [MSC 2020]VANC024653MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF60G52Stable stochastic processes [MSC 2020]VANC028993MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G80Financial applications of other theories [MSC 2020]VANC031013MF60H35Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]VANC031116MF90B30Production models [MSC 2020]VANC031465MF60H20Stochastic integral equations [MSC 2020]VANC033953MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MFFinancial modelingKW:KInsuranceKW:KOptimal ControlKW:KQuantitative FinanceKW:KRisk managementKW:KStatisticsKW:KCHChamVANL001889EddahbiM’hamedVANV089288EssakyEl HassanVANV089289VivesJosepVANV089290Research School CIMPA-UNESCO-MESR-MINECO-MOROCCO on Statistical Methods and Applications in Actuarial Science and Finance2013Marrakesch and Kelaat M'gouna, MoroccoVANV089291Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-30417-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0115381BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2519 15EB 2519 20180307 Statistical methods and applications in insurance and finance1523647UNICAMPANIA