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Mathematical and statistical methods in insurance and finance

Author: Cira Perna; Marilena Sibillo
Publisher: Milan ; New York : Springer, ©2008.
Edition/Format:   eBook : Document : Conference publication : English : [1st ed.]View all editions and formats
Summary:
The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They  Read more...
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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Mathematical and statistical methods in insurance and finance.
Milan ; New York : Springer, ©2008
(DLC) 2007933329
(OCoLC)226291481
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Cira Perna; Marilena Sibillo
ISBN: 9788847007048 8847007046 9788847007031 8847007038
OCLC Number: 352929096
Description: 1 online resource (xiv, 208 pages) : illustrations
Contents: Front Matter; Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation; Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models; A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts; Spatial Aggregation in Scenario Tree Reduction; Scaling Laws in Stock Markets. An Analysis of Prices and Volumes; Bounds for Concave Distortion Risk Measures for Sums of Risks; Characterization of Convex Premium Principles.
Responsibility: Cira Perna (editor), Marilena Sibillo (editor).

Abstract:

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective.  Read more...

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