| Titolo: |
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
|
| Pubblicazione: |
X, 225 p., : ill. ; 24 cm |
| Edizione: |
[Cham] : Springer, 2016 |
| Descrizione fisica: |
Pubblicazione in formato elettronico |
| Soggetto topico: |
60Hxx - Stochastic analysis [MSC 2020] |
| |
93E20 - Optimal stochastic control [MSC 2020] |
| |
60J74 - Jump processes on discrete state spaces [MSC 2020] |
| |
91B05 - Risk models (general) [MSC 2020] |
| |
60G44 - Martingales with continuous parameter [MSC 2020] |
| |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
| |
60J65 - Brownian motion [MSC 2020] |
| |
60G51 - Processes with independent increments; Lévy processes [MSC 2020] |
| |
60H10 - Stochastic ordinary differential equations [MSC 2020] |
| |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
| |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
| |
60G52 - Stable stochastic processes [MSC 2020] |
| |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| |
91G80 - Financial applications of other theories [MSC 2020] |
| |
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
| |
90B30 - Production models [MSC 2020] |
| |
60H20 - Stochastic integral equations [MSC 2020] |
| |
60J76 - Jump processes on general state spaces [MSC 2020] |
| Persona (resp. second.): |
Eddahbi, M’hamed |
| |
Essaky, El Hassan |
| |
Vives, Josep |
| Titolo autorizzato: |
Statistical methods and applications in insurance and finance |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | SUN0115381 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-30417-5 |
| Opac: |
Controlla la disponibilità qui |
