@article{856861,
      author = {Perna, Cira, and Sibillo, Marilena,},
      url = {http://library.usi.edu/record/856861},
      title = {Mathematical and statistical methods for actuarial  sciences and finance /},
      abstract = {The interaction between mathematicians and statisticians  working in the actuarial and financial fields is producing  numerous meaningful scientific results. This volume,  comprising a series of four-page papers, gathers new ideas  relating to mathematical and statistical methods in the  actuarial sciences and finance. The book covers a variety  of topics of interest from both theoretical and applied  perspectives, including: actuarial models; alternative  testing approaches; behavioral finance; clustering  techniques; coherent and non-coherent risk measures;  credit-scoring approaches; data envelopment analysis;  dynamic stochastic programming; financial contagion models;  financial ratios; intelligent financial trading systems;  mixture normality approaches; Monte Carlo-based  methodologies; multicriteria methods; nonlinear parameter  estimation techniques; nonlinear threshold models; particle  swarm optimization; performance measures; portfolio  optimization; pricing methods for structured and  non-structured derivatives; risk management; skewed  distribution analysis; solvency analysis; stochastic  actuarial valuation methods; variable selection models; and  time series analysis tools. This book will be of value for  academics, PhD students, practitioners, professionals, and  researchers. It will also be of interest to other readers  with some quantitative background knowledge.},
      doi = {https://doi.org/10.1007/978-3-319-05014-0},
      recid = {856861},
      pages = {1 online resource :},
}