Financial and actuarial statistics : an introduction / / Dale S. Borowiak
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| Autore: |
Borowiak Dale S. <1952, >
|
| Titolo: |
Financial and actuarial statistics : an introduction / / Dale S. Borowiak
|
| Pubblicazione: | New York : , : Marcel Dekker, , 2003 |
| Edizione: | 2nd edition |
| Descrizione fisica: | 1 online resource (xi, 383 p.) |
| Disciplina: | 332.0151 |
| 332/.01/5195 | |
| Soggetto topico: | Finance - Statistical methods |
| Insurance - Statistical methods | |
| Classificazione: | MAT029000MAT000000BUS027000 |
| Altri autori: |
ShapiroArnold
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | Front Cover; Contents; Preface; Chapter 1: Statistical Concepts; Chapter 2: Statistical Techniques; Chapter 3: Financial Computational Models; Chapter 4: Deterministic Status Models; Chapter 5: Future Lifetime Random Variables and Life Tables; Chapter 6: Stochastic Status Models; Chapter 7: Advanced Stochastic Status Models; Chapter 8: Markov Chain Methods; Chapter 9: Scenario and Simulation Testing; Chapter 10: Further Statistical Considerations; Appendix A: Excel Statistical Functions, Basic Mathematical Functions, and Add-Ins; Appendix B: Acronyms and Principal Sections; References |
| Back Cover | |
| Sommario/riassunto: | Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality ta |
| Titolo autorizzato: | Financial and actuarial statistics |
| ISBN: | 0-429-21352-2 |
| 1-135-54105-1 | |
| 1-280-17914-7 | |
| 0-203-91124-5 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910814237903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Statistics: A Series of Textbooks and Monographs