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MARC Lista (tabellare)
Actuarial science [[electronic resource] ] : theory and methodology / / editor, Hanji Shang
Actuarial science [[electronic resource] ] : theory and methodology / / editor, Hanji Shang
Pubbl/distr/stampa Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Descrizione fisica xiv, 266 p. : ill
Disciplina 368/.01/03
Altri autori (Persone) ShangHanji
Soggetto topico Life insurance - China
Soggetto genere / forma Electronic books.
ISBN 1-281-91961-6
9786611919610
981-277-466-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Risk models and ruin theory -- Compound risk models and copula decomposition -- Comonotonically additive premium principles and some related topics -- Fuzzy comprehension evaluation and fuzzy information processing for risks -- Application of fuzzy mathematics to actuarial science -- Some applications of financial economics to insurance -- Exploring on the risk profile of China insurance for setting appropriate solvency capital requirement.
Record Nr. UNINA-9910451123703321
Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Actuarial science [[electronic resource] ] : theory and methodology / / editor, Hanji Shang
Actuarial science [[electronic resource] ] : theory and methodology / / editor, Hanji Shang
Pubbl/distr/stampa Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Descrizione fisica xiv, 266 p. : ill
Disciplina 368/.01/03
Altri autori (Persone) ShangHanji
Soggetto topico Life insurance - China
ISBN 1-281-91961-6
9786611919610
981-277-466-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Risk models and ruin theory -- Compound risk models and copula decomposition -- Comonotonically additive premium principles and some related topics -- Fuzzy comprehension evaluation and fuzzy information processing for risks -- Application of fuzzy mathematics to actuarial science -- Some applications of financial economics to insurance -- Exploring on the risk profile of China insurance for setting appropriate solvency capital requirement.
Record Nr. UNINA-9910784959103321
Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Actuarial science : theory and methodology / / editor, Hanji Shang
Actuarial science : theory and methodology / / editor, Hanji Shang
Edizione [1st ed.]
Pubbl/distr/stampa Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Descrizione fisica xiv, 266 p. : ill
Disciplina 368/.01/03
Altri autori (Persone) ShangHanji
Soggetto topico Life insurance - China
ISBN 1-281-91961-6
9786611919610
981-277-466-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Risk models and ruin theory -- Compound risk models and copula decomposition -- Comonotonically additive premium principles and some related topics -- Fuzzy comprehension evaluation and fuzzy information processing for risks -- Application of fuzzy mathematics to actuarial science -- Some applications of financial economics to insurance -- Exploring on the risk profile of China insurance for setting appropriate solvency capital requirement.
Record Nr. UNINA-9910819143303321
Beijing ; ; New Jersey, : World Scientific Publishing, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
Pubbl/distr/stampa Hackensack, NJ, : World Scientific Publishing, c2007
Descrizione fisica 1 online resource (344 p.)
Disciplina 332
657
Altri autori (Persone) LeeCheng F
Collana Advances in Quantitative Analysis of Finance & Accounting
Soggetto topico Finance - Mathematical models
Accounting - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-281-91197-6
9786611911973
981-277-221-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks?
2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method
4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects
5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References
Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse
Record Nr. UNINA-9910458413403321
Hackensack, NJ, : World Scientific Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
Pubbl/distr/stampa Hackensack, NJ, : World Scientific Publishing, c2007
Descrizione fisica 1 online resource (344 p.)
Disciplina 332
657
Altri autori (Persone) LeeCheng F
Collana Advances in Quantitative Analysis of Finance & Accounting
Soggetto topico Finance - Mathematical models
Accounting - Mathematical models
ISBN 1-281-91197-6
9786611911973
981-277-221-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks?
2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method
4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects
5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References
Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse
Record Nr. UNINA-9910784877903321
Hackensack, NJ, : World Scientific Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances in quantitative analysis of finance and accounting . Volume 5 / / editor, Cheng-Few Lee
Advances in quantitative analysis of finance and accounting . Volume 5 / / editor, Cheng-Few Lee
Edizione [1st ed.]
Pubbl/distr/stampa Hackensack, NJ, : World Scientific Publishing, c2007
Descrizione fisica 1 online resource (344 p.)
Disciplina 332
657
Altri autori (Persone) LeeCheng F
Collana Advances in Quantitative Analysis of Finance & Accounting
Soggetto topico Finance - Mathematical models
Accounting - Mathematical models
ISBN 1-281-91197-6
9786611911973
981-277-221-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks?
2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method
4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects
5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References
Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse
Record Nr. UNINA-9910819464703321
Hackensack, NJ, : World Scientific Publishing, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Algorithms : design techniques and analysis / M.H. Alsuwaiyel
Algorithms : design techniques and analysis / M.H. Alsuwaiyel
Autore ALSUWAIYEL, M.H.
Pubbl/distr/stampa Hackensack : World Scientific Publishing, copyr. 1999
Descrizione fisica XIX, 523 p. : ill. ; 22 cm
Disciplina 511.8
Collana Lecture notes series on computing
Soggetto topico Algoritmi
ISBN 981-02-3740-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990003113410203316
ALSUWAIYEL, M.H.  
Hackensack : World Scientific Publishing, copyr. 1999
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang
Autore Wang Feng-Yu
Pubbl/distr/stampa Singapore : , : World Scientific Publishing, , 2014
Descrizione fisica 1 online resource (392 p.)
Disciplina 516.373
Collana Advanced Series on Statistical Science & Applied Probability
Soggetto topico Riemannian manifolds
Diffusion processes
Soggetto genere / forma Electronic books.
ISBN 981-4452-65-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; 1. Preliminaries; 1.1 Riemannian manifold; 1.1.1 Differentiable manifold; 1.1.2 Riemannian manifold; 1.1.3 Some formulae and comparison results; 1.2 Riemannian manifold with boundary; 1.3 Coupling and applications; 1.3.1 Transport problem and Wasserstein distance; 1.3.2 Optimal coupling and optimal map; 1.3.3 Coupling for stochastic processes; 1.3.4 Coupling by change of measure; 1.4 Harnack inequalities and applications; 1.4.1 Harnack inequality; 1.4.2 Shift Harnack inequality; 1.5 Harnack inequality and derivative estimate
1.5.1 Harnack inequality and entropy-gradient estimate1.5.2 Harnack inequality and L2-gradient estimate; 1.5.3 Harnack inequalities and gradient-gradient estimates; 1.6 Functional inequalities and applications; 1.6.1 Poincar e type inequality and essential spectrum; 1.6.2 Exponential decay in the tail norm; 1.6.3 The F-Sobolev inequality; 1.6.4 Weak Poincare inequality; 1.6.5 Equivalence of irreducibility and weak Poincare inequality; 2. Diffusion Processes on Riemannian Manifolds without Boundary; 2.1 Brownian motion with drift; 2.2 Formulae for Pt and RicZ
2.3 Equivalent semigroup inequalities for curvature lower bound2.4 Applications of equivalent semigroup inequalities; 2.5 Transportation-cost inequality; 2.5.1 From super Poincare to weighted log-Sobolev inequalities; 2.5.2 From log-Sobolev to transportation-cost inequalities; 2.5.3 From super Poincare to transportation-cost inequalities; 2.5.4 Super Poincare inequality by perturbations; 2.6 Log-Sobolev inequality: Different roles of Ric and Hess; 2.6.1 Exponential estimate and concentration of; 2.6.2 Harnack inequality and the log-Sobolev inequality
2.6.3 Hypercontractivity and ultracontractivity2.7 Curvature-dimension condition and applications; 2.7.1 Gradient and Harnack inequalities; 2.7.2 HWI inequalities; 2.8 Intrinsic ultracontractivity on non-compact manifolds; 2.8.1 The intrinsic super Poincare inequality; 2.8.2 Curvature conditions for intrinsic ultracontractivity; 2.8.3 Some examples; 3. Reflecting Diffusion Processes on Manifolds with Boundary; 3.1 Kolmogorov equations and the Neumann problem; 3.2 Formulae for Pt, RicZ and I; 3.2.1 Formula for Pt; 3.2.2 Formulae for RicZ and I; 3.2.3 Gradient estimates
3.3 Equivalent semigroup inequalities for curvature conditionand lower bound of I3.3.1 Equivalent statements for lower bounds of RicZ and I; 3.3.2 Equivalent inequalities for curvature-dimension condition and lower bound of I; 3.4 Harnack inequalities for SDEs on Rd and extension to nonconvex manifolds; 3.4.1 Construction of the coupling; 3.4.2 Harnack inequality on Rd; 3.4.3 Extension to manifolds with convex boundary; 3.4.4 Neumann semigroup on non-convex manifolds; 3.5 Functional inequalities; 3.5.1 Estimates for inequality constants on compact manifolds
3.5.2 A counterexample for Bakry-Emery criterion
Record Nr. UNINA-9910453237703321
Wang Feng-Yu  
Singapore : , : World Scientific Publishing, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are science and mathematics socially constructed? [[electronic resource] ] : a mathematician encounters postmodern interpretations of science / / Richard C. Brown
Are science and mathematics socially constructed? [[electronic resource] ] : a mathematician encounters postmodern interpretations of science / / Richard C. Brown
Autore Brown Richard C
Pubbl/distr/stampa Singapore ; ; Hackensack, N.J., : World Scientific Publishing, c2009
Descrizione fisica 1 online resource (336 p.)
Disciplina 501
Soggetto topico Mathematics - Philosophy
Science - Philosophy
Soggetto genere / forma Electronic books.
ISBN 1-282-44255-4
9786612442551
981-283-525-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Preface; Acknowledgments; 1. Rip van Winkle Awakes; 2. A Golden Age and its End; 3. Ingredients in the PIS Bouillabaisse; 4. A Canary in the Mine; 5. The Unmasking of Reason; 6. Thought Styles and Thought Collectives; 7. The Reluctant Revolutionary; 8. Anything Goes; 9. The Sociological Attack; 10. The Deconstruction of Mathematics; 11. Epistemic Issues; 12. The Fallibility of Conventionalism and Fallibilism; 13. Madison 1973; 14. Kto Kogo?; Bibliography; Index
Record Nr. UNINA-9910456486203321
Brown Richard C  
Singapore ; ; Hackensack, N.J., : World Scientific Publishing, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are science and mathematics socially constructed? [[electronic resource] ] : a mathematician encounters postmodern interpretations of science / / Richard C. Brown
Are science and mathematics socially constructed? [[electronic resource] ] : a mathematician encounters postmodern interpretations of science / / Richard C. Brown
Autore Brown Richard C
Pubbl/distr/stampa Singapore ; ; Hackensack, N.J., : World Scientific Publishing, c2009
Descrizione fisica 1 online resource (336 p.)
Disciplina 501
Soggetto topico Mathematics - Philosophy
Science - Philosophy
ISBN 1-282-44255-4
9786612442551
981-283-525-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Preface; Acknowledgments; 1. Rip van Winkle Awakes; 2. A Golden Age and its End; 3. Ingredients in the PIS Bouillabaisse; 4. A Canary in the Mine; 5. The Unmasking of Reason; 6. Thought Styles and Thought Collectives; 7. The Reluctant Revolutionary; 8. Anything Goes; 9. The Sociological Attack; 10. The Deconstruction of Mathematics; 11. Epistemic Issues; 12. The Fallibility of Conventionalism and Fallibilism; 13. Madison 1973; 14. Kto Kogo?; Bibliography; Index
Record Nr. UNINA-9910780819203321
Brown Richard C  
Singapore ; ; Hackensack, N.J., : World Scientific Publishing, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui