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Actuarial Aspects of Long Term Care / Etienne Dupourqué, Frédéric Planchet, Néfissa Sator editors
| Actuarial Aspects of Long Term Care / Etienne Dupourqué, Frédéric Planchet, Néfissa Sator editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 336 p. : ill. ; 24 cm |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Actuarial
ERM Long term care insurance Morbidity Mortality Predictive analytics Reinsurance Reserving Solvency II |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126670 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Actuarial Aspects of Long Term Care / Etienne Dupourqué, Frédéric Planchet, Néfissa Sator editors
| Actuarial Aspects of Long Term Care / Etienne Dupourqué, Frédéric Planchet, Néfissa Sator editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 336 p. : ill. ; 24 cm |
| Soggetto topico |
60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Actuarial
ERM Long term care insurance Morbidity Mortality Predictive analytics Reinsurance Reserving Solvency II |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126670 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Computational Finance
| Computational Finance |
| Autore | Stentoft Lars |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (259 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
4/2 model
algorithmic trading American options asset pricing asset pricing models bid-ask spread bitcoin calibration computational finance dealer behaviour defined contribution plan derivatives directional-change drawdown dynamic asset allocation dynamic programming exercise boundary financial econometrics forex hedging high-frequency data instantaneous volatility insurance jump-diffusion model least-squares Monte Carlo liquidity market quality mean-reversion Monte Carlo multiple exercise options multivariate models option pricing overnight price gaps P500 probability of shortfall put-call symmetry quadratic shortfall regression resampled backtests risk management risk measures risk-neutral models S& safe assets seasonality securitisation simulation Solvency II statistical arbitrage stochastic covariance stochastic optimal control volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557767003321 |
Stentoft Lars
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Machine Learning in Insurance
| Machine Learning in Insurance |
| Autore | Nielsen Jens Perch |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (260 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
accelerated failure time model
analyzing financial data autocorrelation automobile insurance benchmark Bornhuetter-Ferguson calibration canonical parameters chain ladder chain-ladder method claims prediction cross-validation deposit insurance dichotomous response exponential families export credit insurance generalised linear modelling GLM implied volatility least-squares monte carlo method life insurance local linear kernel estimation long-term forecasts machine learning maximum likelihood n/a non-life reserving operational time overdispersion overlapping returns parameterization prediction predictive model prior knowledge proxy modeling risk classification risk selection semiparametric modeling Solvency II static arbitrage stock return volatility telematics tree boosting validation VaR estimation zero-inflated poisson model zero-inflation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557660803321 |
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Nielsen Jens Perch
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Risk Assessment in Life, Health and Pension Insurance
| Quantitative Risk Assessment in Life, Health and Pension Insurance |
| Autore | Bacinello Anna |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (104 p.) |
| Soggetto topico | Research and information: general |
| Soggetto non controllato |
aggregate longevity/mortality risk
annuity borrower insurance GB2 life insurance local GAAP longevity guarantee LSMC metamodel mortality mortality projections mortality/longevity-linked annuities n/a periodic longevity fee profitability regression models risk theory SCR serious illnesses Solvency Capital Requirement Solvency II |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910566476603321 |
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Bacinello Anna
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Risk and Reinsurance
| Systemic Risk and Reinsurance |
| Autore | Tian Weidong |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (146 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
capital insurance
capital requirement for premium risk collective risk model community structure complex networks conditional value-at-risk contagion deltaCoVaR equilibrium financial conglomerate financial markets general risk measure insurance sector interconnectedness mean-CVaR portfolio optimization minimum spanning trees-topological indicators Neyman-Pearson problem optimal reinsurance reinsurance strategies risk minimization risk sharing Solvency II systemic risk tail dependence welfare |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557134003321 |
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Tian Weidong
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Value-oriented risk management of insurance companies / Marcus Kriele, Jochen Wolf
| Value-oriented risk management of insurance companies / Marcus Kriele, Jochen Wolf |
| Autore | Kriele, Marcus |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XII, 378 p. ; 24 cm |
| Altri autori (Persone) | Wolf, Jochen |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Capital Allocation
Economic Capital Enterprise Risk Management Insurance Quantitative Methods in Risk Management Regulatory Capital Risk management Risk measures Solvency II Swiss Solvency Test Value Based Management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102549 |
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Kriele, Marcus
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| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Value-oriented risk management of insurance companies / Marcus Kriele, Jochen Wolf
| Value-oriented risk management of insurance companies / Marcus Kriele, Jochen Wolf |
| Autore | Kriele, Marcus |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XII, 378 p. ; 24 cm |
| Altri autori (Persone) | Wolf, Jochen |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Capital Allocation
Economic Capital Enterprise Risk Management Insurance Quantitative Methods in Risk Management Regulatory Capital Risk management Risk measures Solvency II Swiss Solvency Test Value Based Management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102549 |
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Kriele, Marcus
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| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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