From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123977 |
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123977 |
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lebensversicherungstechnik Algebraisch Verstehen : Grundstruktur der Kalkulation Von Lebensversicherungsverträgen |
Autore | Recht Peter |
Pubbl/distr/stampa | Berlin/München/Boston : , : Walter de Gruyter GmbH, , 2021 |
Descrizione fisica | 1 online resource (332 pages) |
Altri autori (Persone) | SchadePhilipp |
Collana | De Gruyter Studium |
Soggetto topico | BUSINESS & ECONOMICS / Insurance / Life |
Soggetto non controllato |
Insurance mathematics
calculating policies calculating rates commutation values insurance and linear algebra life insurance calculations life insurance techniques orthogonality principle of equivalence in insurance mathematics |
ISBN | 3-11-074090-7 |
Classificazione | QP 890 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ger |
Nota di contenuto | Intro -- Inhalt -- Einleitung -- Teil I: Technische Kalkulation von Lebensversicherungsverträgen -- Einführung -- 1 Profile als technische Grundlage der Kalkulation -- 2 Bewertung von Beitrags- und Leistungsprofilen -- das Äquivalenzprinzip -- 3 Erstkalkulation eines Versicherungsvertrages -- 4 Kalkulationen während der Laufzeit eines Versicherungsvertrages -- 5 Klassische Kommutationswerte und Barwertfaktoren -- Teil II: Ein strukturelles Fundament der Kalkulation -- Einführung -- 6 Algebraische Grundlagen -- 7 φ-Orthogonalität -- 8 Algebraische Verallgemeinerung des Äquivalenzprinzips -- 9 Unterjährige Bewertung von Profilen -- m-Expansionen von φ -- 10 Verallgemeinerte Kommutationswerte und Barwertfaktoren -- Epilog -- Literatur -- Stichwortverzeichnis. |
Record Nr. | UNINA-9910554227803321 |
Recht Peter | ||
Berlin/München/Boston : , : Walter de Gruyter GmbH, , 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Non-Life Insurance Mathematics / Erwin Straub |
Autore | Straub, Erwin |
Pubbl/distr/stampa | Berlin, : Springer, 1988 |
Descrizione fisica | vii, 138 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Actuarial science
Calculus Insurance mathematics Probability Theory Quantitative Finance Reinsurance Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0265120 |
Straub, Erwin | ||
Berlin, : Springer, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Non-Life Insurance Mathematics / Erwin Straub |
Autore | Straub, Erwin |
Pubbl/distr/stampa | Berlin, : Springer, 1988 |
Descrizione fisica | vii, 138 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Actuarial science
Calculus Insurance mathematics Probability Theory Quantitative Finance Reinsurance Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00265120 |
Straub, Erwin | ||
Berlin, : Springer, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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