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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 electronic resource (259 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
insurance
Solvency II risk-neutral models computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model instantaneous volatility directional-change seasonality forex bitcoin S& P500 risk management drawdown safe assets securitisation dealer behaviour liquidity bid–ask spread least-squares Monte Carlo put-call symmetry regression simulation algorithmic trading market quality defined contribution plan probability of shortfall quadratic shortfall dynamic asset allocation resampled backtests stochastic covariance 4/2 model option pricing risk measures American options exercise boundary Monte Carlo multiple exercise options dynamic programming stochastic optimal control asset pricing calibration derivatives hedging multivariate models 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 electronic resource (260 p.) |
| Soggetto topico | History of engineering & technology |
| Soggetto non controllato |
deposit insurance
implied volatility static arbitrage parameterization machine learning calibration dichotomous response predictive model tree boosting GLM validation generalised linear modelling zero-inflated poisson model telematics benchmark cross-validation prediction stock return volatility long-term forecasts overlapping returns autocorrelation chain ladder Bornhuetter-Ferguson maximum likelihood exponential families canonical parameters prior knowledge accelerated failure time model chain-ladder method local linear kernel estimation non-life reserving operational time zero-inflation overdispersion automobile insurance risk classification risk selection least-squares monte carlo method proxy modeling life insurance Solvency II claims prediction export credit insurance semiparametric modeling VaR estimation analyzing financial data |
| 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 electronic resource (104 p.) |
| Soggetto topico | Research & information: general |
| Soggetto non controllato |
life insurance
Solvency Capital Requirement Solvency II local GAAP risk theory GB2 LSMC metamodel regression models mortality/longevity-linked annuities aggregate longevity/mortality risk longevity guarantee periodic longevity fee SCR profitability annuity mortality projections borrower insurance mortality serious illnesses |
| 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 electronic resource (146 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
optimal reinsurance
general risk measure risk sharing systemic risk capital insurance welfare equilibrium conditional value-at-risk mean-CVaR portfolio optimization risk minimization Neyman–Pearson problem interconnectedness financial conglomerate contagion capital requirement for premium risk collective risk model reinsurance strategies Solvency II community structure complex networks financial markets insurance sector deltaCoVaR minimum spanning trees—topological indicators tail dependence |
| 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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