12. Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16–20, 2015 / Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero editors |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xi, 234 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60Jxx - Markov processes [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] 91A15 - Stochastic games, stochastic differential games [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0125079 |
xi, 234 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
Autore | Selch, Daniela A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xii, 158 p. : ill. ; 24 cm |
Altri autori (Persone) | Scherer, Matthias |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
Soggetto non controllato |
Dynamic modelling approach
Modelling dependence in claim count data Modelling multiple lines of business in a holistic perspective Modelling multivariate claim count data Multivariate Cox process Multivariate Lévy subordinator Over-dispersion in claim count data Quantitative Finance Reinsurance contracts pricing Simultaneous jump arrivals |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124512 |
Selch, Daniela A.
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||
Cham, : Springer, 2018 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
Autore | Selch, Daniela A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xii, 158 p. : ill. ; 24 cm |
Altri autori (Persone) | Scherer, Matthias |
Soggetto topico |
62Pxx - Applications of statistics [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
Soggetto non controllato |
Dynamic modelling approach
Modelling dependence in claim count data Modelling multiple lines of business in a holistic perspective Modelling multivariate claim count data Multivariate Cox process Multivariate Lévy subordinator Over-dispersion in claim count data Quantitative Finance Reinsurance contracts pricing Simultaneous jump arrivals |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124512 |
Selch, Daniela A.
![]() |
||
Cham, : Springer, 2018 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
Autore | Selch, Daniela A. |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xii, 158 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Scherer, Matthias |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124512 |
Selch, Daniela A.
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||
xii, 158 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 / Jaime A. Londoño, José Garrido, Monique Jeanblanc editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Actuarial sciences
Applied probability Mathematical Finance Quantitative Finance Statistical techniques in finance and actuarial science |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124093 |
Cham, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 / Jaime A. Londoño, José Garrido, Monique Jeanblanc editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Actuarial sciences
Applied probability Mathematical Finance Quantitative Finance Statistical techniques in finance and actuarial science |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124093 |
Cham, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, june 2014 / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XI, 98 p. : ill. ; 24 cm |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Actuarial sciences
Applied probability Derivative valuation Quantitative Finance Risk theory Statistics |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113535 |
[Cham], : Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, june 2014 / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XI, 98 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Actuarial sciences
Applied probability Derivative valuation Quantitative Finance Risk theory Statistics |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113535 |
[Cham], : Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF, Bogotá, Colombia, june 2014 / Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández editors |
Edizione | [[Cham] : Springer, 2015] |
Pubbl/distr/stampa | XI, 98 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113535 |
XI, 98 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 / Jaime A. Londoño, José Garrido, Monique Jeanblanc editors |
Edizione | [Cham : Springer, 2017] |
Pubbl/distr/stampa | ix, 174 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124093 |
ix, 174 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|