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Compendio di matematica finanziaria e attuariale / Carla Iodice
Compendio di matematica finanziaria e attuariale / Carla Iodice
Autore Iodice, Carla
Pubbl/distr/stampa Napoli : Edizioni Simone, 2001
Descrizione fisica 192 p. ; 24 cm
Disciplina 368.001
Soggetto non controllato Matematica attuariale - teoria generale
Matematica finanziaria
ISBN 88-244-9646-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNINA-990003838320403321
Iodice, Carla  
Napoli : Edizioni Simone, 2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Financial Modeling, Actuarial Valuation and Solvency in Insurance [[electronic resource] /] / by Mario V. Wüthrich, Michael Merz
Financial Modeling, Actuarial Valuation and Solvency in Insurance [[electronic resource] /] / by Mario V. Wüthrich, Michael Merz
Autore Wüthrich Mario V
Edizione [1st ed. 2013.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013
Descrizione fisica 1 online resource (432 p.)
Disciplina 368.001
368.0015118
368.01
Collana Springer Finance
Soggetto topico Economics, Mathematical 
Actuarial science
Statistics 
Quantitative Finance
Actuarial Sciences
Statistics for Business, Management, Economics, Finance, Insurance
ISBN 3-642-31392-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1.Introduction -- Part I: Financial Valuation Principles -- 2.State price deflators and stochastic discounting -- 3.spot rate models -- 4.Stochastic forward rate and yield curve modeling -- 5.Pricing of financial assets -- Part II: Actuarial Valuation and Solvency -- 6.Actuarial and financial modeling -- 7.Valuation portfolio -- 8.Protected valuation portfolio -- 9.Solvency -- 10.Selected topics and examples -- Part III: Appendix -- 11.Auxiliary considerations -- References -- Index.
Record Nr. UNINA-9910437867903321
Wüthrich Mario V  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
Autore Sandstrom Arne
Pubbl/distr/stampa Boca Raton : , : CRC Press, , 2011
Descrizione fisica 1 online resource (1084 p.)
Disciplina 368.001
Collana Chapman & Hall/CRC finance series
Soggetto topico Risk (Insurance)
Risk (Insurance) - European Union countries
Asset-liability management
Asset-liability management - European Union countries
Risk management
Risk management - European Union countries
Soggetto genere / forma Electronic books.
ISBN 0-429-06270-2
1-4398-2132-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation
PART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation
Chapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk
Chapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk
Appendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover
Record Nr. UNINA-9910458762003321
Sandstrom Arne  
Boca Raton : , : CRC Press, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
Handbook of solvency for actuaries and risk managers : theory and practice / / Arne Sandstrom
Autore Sandstrom Arne
Pubbl/distr/stampa Boca Raton : , : CRC Press, , 2011
Descrizione fisica 1 online resource (1084 p.)
Disciplina 368.001
Collana Chapman & Hall/CRC finance series
Soggetto topico Risk (Insurance)
Risk (Insurance) - European Union countries
Asset-liability management
Asset-liability management - European Union countries
Risk management
Risk management - European Union countries
Soggetto genere / forma Electronic books.
ISBN 0-429-06270-2
1-4398-2132-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation
PART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation
Chapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk
Chapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk
Appendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover
Record Nr. UNINA-9910544240003321
Sandstrom Arne  
Boca Raton : , : CRC Press, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Handbook of solvency for actuaries and risk managers : theory and practice / Arne Sandstrom
Handbook of solvency for actuaries and risk managers : theory and practice / Arne Sandstrom
Autore Sandstrom, Arne
Pubbl/distr/stampa Boca Raton : CRC, c2011
Descrizione fisica lviii, 1055 p. : ill. ; 27 cm
Disciplina 368.001
Collana Chapman & Hall/CRC finance series
Soggetto topico Asset-liability management
Risk management
ISBN 9781439821305
1439821305
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b14189409
Sandstrom, Arne  
Boca Raton : CRC, c2011
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Introduction to insurance mathematics : technical and financial features of risk transfers / Annamaria Olivieri, Ermanno Pitacco
Introduction to insurance mathematics : technical and financial features of risk transfers / Annamaria Olivieri, Ermanno Pitacco
Autore Olivieri, Annamaria
Pubbl/distr/stampa Berlin : Springer, 2011
Descrizione fisica xv, 463 p. ; 24 cm
Disciplina 368.001
Altri autori (Persone) Pitacco, Ermanno <1947- >
Soggetto non controllato Assicurazioni - matematica
Processi stocastici
ISBN 978-3-642-16028-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990009338420403321
Olivieri, Annamaria  
Berlin : Springer, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Life amortization in deterministic and stochastic environment / Elena Cardona ... [et al.]
Life amortization in deterministic and stochastic environment / Elena Cardona ... [et al.]
Autore Cardona, Elena
Pubbl/distr/stampa [S.l.] : Cluj-Napoca, c2005
Disciplina 368.001
Soggetto non controllato Assicurazioni - matematica
Processi stocastici
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990008465060403321
Cardona, Elena  
[S.l.] : Cluj-Napoca, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Mathematical Methods in Risk Theory / Hans Buhlmann
Mathematical Methods in Risk Theory / Hans Buhlmann
Autore Bühlmann, Hans
Edizione [2nd ed.]
Pubbl/distr/stampa Berlin : Springer-Verlag, c1996
Descrizione fisica xii, 210 p. : ill. ; 24 cm
Disciplina 368.001
Collana Die Grundlehren der mathematischen Wissenschaften
Soggetto non controllato Economia - Matematica
Teoria del rischio - Metodi matematici
ISBN 3-540-61703-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990001354610403321
Bühlmann, Hans  
Berlin : Springer-Verlag, c1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Non-life insurance mathematics : An introduction with stochastic processes / T. Mikosch
Non-life insurance mathematics : An introduction with stochastic processes / T. Mikosch
Autore Mikosch, Thomas
Pubbl/distr/stampa Berlin : Springer, c2004
Descrizione fisica xi, 235 p. ; 24 cm
Disciplina 368.001
Collana Universitext
Soggetto non controllato Assicurazioni - matematica
Processi stocastici
ISBN 3-540-40650-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990003993470403321
Mikosch, Thomas  
Berlin : Springer, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Statistica assicurativa e valutazioni attuariali / Luigi Vannucci
Statistica assicurativa e valutazioni attuariali / Luigi Vannucci
Autore Vannucci, Luigi
Pubbl/distr/stampa Bologna : Pitagora, c2000
Descrizione fisica 184 p. ; 24 cm
Disciplina 368.001
Soggetto non controllato Matematica attuariale - teoria generale
Statistica assicurativa
ISBN 88-371-1179-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNINA-990002960540403321
Vannucci, Luigi  
Bologna : Pitagora, c2000
Materiale a stampa
Lo trovi qui: Univ. Federico II
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