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Statistical Tools for Finance and Insurance [[electronic resource] /] / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron
| Statistical Tools for Finance and Insurance [[electronic resource] /] / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 |
| Descrizione fisica | 1 online resource (IV, 518 p.) |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Economics, Mathematical Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance |
| ISBN |
1-280-30608-4
9786610306084 3-540-27395-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance -- 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. |
| Record Nr. | UNISA-996218160203316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Statistical Tools for Finance and Insurance / / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron
| Statistical Tools for Finance and Insurance / / edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 |
| Descrizione fisica | 1 online resource (IV, 518 p.) |
| Disciplina | 330.015195 |
| Soggetto topico |
Statistics
Economics, Mathematical Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance |
| ISBN |
1-280-30608-4
9786610306084 3-540-27395-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finance -- 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. |
| Record Nr. | UNINA-9910678531103321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||