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000856861 001__ 856861
000856861 003__ OCoLC
000856861 005__ 20230706031349.0
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000856861 008__ 140313s2014\\\\ne\a\\\\ob\\\\101\0\eng\d
000856861 019__ $$a881097272$$a1066633325$$a1086562016$$a1111042274$$a1112569716$$a1112872506$$a1155953376
000856861 020__ $$a9783319050140$$q(electronic bk.)
000856861 020__ $$a3319050141$$q(electronic bk.)
000856861 020__ $$a3319050133$$q(print)
000856861 020__ $$a9783319050133$$q(print)
000856861 020__ $$a9783319024998
000856861 020__ $$a331902499X
000856861 020__ $$z9783319050133
000856861 0247_ $$a10.1007/978-3-319-05014-0$$2doi
000856861 035__ $$aSP(OCoLC)872565683
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000856861 049__ $$aISEA
000856861 050_4 $$aHG8781$$b.I584 2014
000856861 08204 $$a330.015195$$223
000856861 24500 $$aMathematical and statistical methods for actuarial sciences and finance /$$cCira Perna, Marilena Sibillo, editors.
000856861 264_1 $$aDordrecht ;$$aLondon :$$bSpringer,$$c[2014]
000856861 264_4 $$c©2014
000856861 300__ $$a1 online resource :$$billustrations
000856861 336__ $$atext$$btxt$$2rdacontent
000856861 337__ $$acomputer$$bc$$2rdamedia
000856861 338__ $$aonline resource$$bcr$$2rdacarrier
000856861 347__ $$atext file
000856861 347__ $$bPDF
000856861 504__ $$aIncludes bibliographical references and indexes.
000856861 5050_ $$a1 I. Albarrn, P. Alonso, A. Arribas-Gil and A. Gran: Can personal dependency paths help to estimate life expectancy free of dependency? -- 2 A. Amendola and V. Candila: Evaluation of volatility forecasts in a VaR framework -- 3 A. Amendola and M. Restaino: Optimal cut-off points for multiple causes of business failure models -- 4 R. Baragona, F. Battaglia and D. Cucina: Maximum empirical likelihood inference for outliers in autoregressive time series -- 5A. Basso and S. Funari: The role of fund size and returns to scale in the performance of mutual funds -- 6 M. Biancardi and G. Villani: A robustness analysis of least-squares monte carlo for r & d real options valuation -- 7 G. Bimonte and P. Spennati: The common pool problem of intergovernmental interactions and fiscal discipline: a Stackelberg approach -- 8 S. Boffelli and G. Urga: High -and low-frequency correlations in European government bond spreads and their macroeconomic drivers -- 9 S. Bonini and G. Caivano: Probability of default: a modern calibration approach -- 10 S. Bonini and G. Caivano: Development of a LGD model Basel2 compliant: a case study -- 11 S. Capecchi and D. Piccolo: Modelling the latent components of personal happiness -- 12 M. Caporin, L. Corazzini and M. Costola: Measuring the impact of behavioural choices on the market prices -- 13 M. Cardin: A note on natural risk statistics, OWA operators and generalized Gini functions -- 14 R. Cerchiara and V. Magatti: The estimation of standard deviation of premium risk under solvency 2. -- 15 M. Coppola and V. D'Amato: The solvency capital requirement management for an insurance company -- 16 M. Corduas: Direct multi-step estimation and time series classification. -- 17V. D'Amato, S. Haberman, G. Piscopo and M. Russolillo: Alternative Assessments of the Longevity Trends -- 18 G.H. Dash, Jr. and N. Kajiji: Combinatorial nonlinear goal programming for ESG portfolio optimization and dynamic hedge management -- 19A. Di Crescenzo, B. Martinucci and S. Zacks: On the geometric Brownian motion with alternating trend -- 20 E. Di Lorenzo, M. La Rocca, A. Orlando, C. Perna and M. Sibillo: Empirical evidences on predictive accuracy of survival models -- 21 R. Donati and M. Corazza: RedESTM, a risk measure in a Pareto-Levy stable framework with clustering -- 22 N. Ettore D'Ortona and G. Melisi: Run-off error in the outstanding claims reserves evaluation -- 23 S. Ferrando, A. Gonzalez, I. Degano, and M. Rahsepar: Trajectory based market models. Arbitrage and pricing intervals -- 24 G. Fig-Talamanca: A statistical test for the Heston model -- 25 F. Giordano, M. Niglio and C. Damiano Vitale: Threshold Random Walk structures in finance -- 26 J. Gogola: Stochastic mortality models. Application to CR mortality data -- 27 M. Harcek: Risk adjusted dynamic hedging strategies -- 28 A. Klani and F. Quittard-Pinon: Pricing and hedging variable annuities -- 29 D.G. Konstantinides and C.E. Kountzakis: Monetary risk functionals on Orlicz spaces produced by set-valued risk maps and random measures -- 30 N. Loperfido: A probability inequality related to Mardia's kurtosis -- 31 G.M. Mantovani, G. Coro, P. Gurisatti and M. Mestroni: Integrating industrial and financial analysis into a rating methodology for corporate risk detection: the case of the Vicenza manufacturing firms -- 32 L. Mercuri and E. Rroji: Risk measurement using the mixed tempered stable distribution -- 33 M. Mestroni, E. Basilico and G. Max Mantovani: Corporate finance ... what else? The case of the productive chain networks in north-east Italy and the scaffolding finance adopted by their leader -- 34 A. Naccarato and P. Andrea: BEKK element-by-element estimation of a volatility matrix. A portfolio simulation -- 35 M. Nardon and P. Pianca: The effects of curvature and elevation of the probability weighting function on options prices -- 36A. Ntamjokouen, S. Haberman and G. Consigli: A multivariate approach to project the long run relationship of mortality indices between Canadian provinces -- 37 A. Orlando, G. di Lorenzo and M. Politano: Measuring and managing the longevity risk: an empirical evidence from the Italian pension market -- 38 T. Paletta, A. Leccadito and R. Tunaru: Pricing and hedging basket options under shifted asymmetric jump-diffusion process -- 39 M. Resta: On a data mining framework for the identification of frequent pattern trends -- 40 D. Teneng and K. Parna: Risk processes with normal inverse gaussian claims and premiums -- 41 T. Uratani: A portfolio model for the risk management in public pension -- 42 R. Yves: Black Scholes option sensitivity using high order greeks.
000856861 506__ $$aAccess limited to authorized users.
000856861 520__ $$aThe 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.
000856861 546__ $$aEnglish.
000856861 588__ $$aDescription based on print version record.
000856861 650_0 $$aInsurance$$xMathematics$$vCongresses.
000856861 650_0 $$aFinance$$xMathematical models$$vCongresses.
000856861 650_6 $$aAssurance$$xMathématiques$$vCongrès.
000856861 650_6 $$aFinances$$xModèles mathématiques$$vCongrès.
000856861 655_7 $$aConference papers and proceedings.$$2fast$$0(OCoLC)fst01423772
000856861 655_0 $$aElectronic books.
000856861 7001_ $$aPerna, Cira,$$eeditor.
000856861 7001_ $$aSibillo, Marilena,$$eeditor.
000856861 77608 $$iPrint version: $$z9783319050133
000856861 852__ $$bebk
000856861 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-319-02499-8$$zOnline Access$$91397441.1
000856861 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-319-05014-0$$zOnline Access$$91397441.1
000856861 909CO $$ooai:library.usi.edu:856861$$pGLOBAL_SET
000856861 980__ $$aBIB
000856861 980__ $$aEBOOK
000856861 982__ $$aEbook
000856861 983__ $$aOnline
000856861 994__ $$a92$$bISE