LEADER 04198nam 22004935 450 001 996218160203316 005 20200702154552.0 010 $a1-280-30608-4 010 $a9786610306084 010 $a3-540-27395-6 024 7 $a10.1007/b139025 035 $a(DE-He213)978-3-540-27395-0 035 $a(MiAaPQ)EBC303968 035 $a(PPN)123085659 035 $a(EXLCZ)991000000000231309 100 $a20100301d2005 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStatistical Tools for Finance and Insurance$b[electronic resource] /$fedited by Pavel Cizek, Wolfgang Karl Härdle, Rafa? Weron 205 $a1st ed. 2005. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2005. 215 $a1 online resource (IV, 518 p.) 311 $a3-540-22189-1 327 $aFinance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric and Fuzzy Modelling of Indonesian Money Demand -- Nonparametric Productivity Analysis -- Insurance -- Loss Distributions -- Modeling of the Risk Process -- Ruin Probabilities in Finite and Infinite Time -- Stable Diffusion Approximation of the Risk Process -- Risk Model of Good and Bad Periods -- Premiums in the Individual and Collective Risk Models -- Pure Risk Premiums under Deductibles -- Premiums, Investments, and Reinsurance -- General -- Working with the XQC. 330 $aStatistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the book: - Offers insight into new methods and the applicability of the stochastic technology - Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. - Covers topics such as heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation - Presents extensive examples - The downloadable electronic edition of the book offers interactive tools "This book presents modern tools for quantitative analysis in finance and insurance. It provides a smooth introduction into advanced techniques applicable to a wide range of practical problems. The fact that all examples can be reproduced by the XploRe Quantlet Server technique makes it a "sure buy" for both practioners and theoretical analysts." Prof. Dr. Helmut Gründl, Dr. Wolfgang Schieren Chair for Insurance and Risk Management, sponsored by Allianz AG and Stifterverband für die Deutsche Wissenschaft  . 606 $aStatistics  606 $aEconomics, Mathematical  606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aStatistics . 615 0$aEconomics, Mathematical . 615 14$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aQuantitative Finance. 676 $a330.015195 702 $aCizek$b Pavel$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aHärdle$b Wolfgang Karl$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aWeron$b Rafa?$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a996218160203316 996 $aStatistical Tools for Finance and Insurance$92385894 997 $aUNISA