Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 / Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo, editors.
MAF (Conference) (7th : 2016 : Paris, France), author.; Corazza, Marco, 1962- editor.; Legros, Florence, editor.; Perna, Cira, editor.; Sibillo, Marilena, editor.
2017
HG8017 .M34 2016eb
Available Online

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Title Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 / Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo, editors.
Meeting Name MAF (Conference) (7th : 2016 : Paris, France), author.
ISBN 9783319502342 (electronic book)
3319502344 (electronic book)
9783319502335
DOI https://doi.org/10.1007/978-3-319-50234-2
Published Cham, Switzerland : Springer, 2017.
Language English
Description 1 online resource.
Other Standard Identifiers 10.1007/978-3-319-50234-2 doi
Call Number HG8017 .M34 2016eb
Dewey Decimal Classification 368/.01
Summary This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field, one that yields unique  theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest. This volume is addressed to academicians, researchers, Ph.D. students and professionals.
Note Papers presented at the 7th international conference MAF 2016, held March 31-April 1, 2016, at Université Paris-Dauphine.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Digital File Characteristics text file PDF
Source of Description Online resource; title from PDF title page (SpringerLink, viewed January 12, 2018).
Added Author Corazza, Marco, 1962- editor.
Legros, Florence, editor.
Perna, Cira, editor.
Sibillo, Marilena, editor.
Available in Other Form Print version: 9783319502335
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1 The effects of credit rating announcements on bond liquidity: An event study
2 The effect of credit rating events on the emerging CDS market
3 A generalised linear model approach to predict the result of research evaluation
4 Projecting dynamic life tables using Data Cloning
5 Markov switching GARCH models: Filtering, approximations and duality
6 A network approach to risk theory and portfolio selection
7 A PSO-based approach for improving simple trading systems
8 Provisions for outstanding claims with distance-based generalized linear models
9 Profitability vs. attractiveness within a performance analysis of a life annuity business
10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure
11 Modeling volatility risk premium
12 Covered call writing and framing: A cumulative prospect theory approach
13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.

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