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Statistical tools for finance and insurance

Author: Pavel Čižek; Wolfgang Härdle; Rafał Weron
Publisher: Berlin ; New York : Springer, 2005.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Publication:Springer e-books
Summary:
"Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field this book offers a unique combination of topics from which every market analyst and risk manager will benefit."--Jacket.
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Genre/Form: Electronic books
Handboeken (vorm)
Electronic book
Additional Physical Format: Print version:
Statistical tools for finance and insurance.
Berlin ; New York : Springer, 2005
(DLC) 2005920464
(OCoLC)61502310
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Pavel Čižek; Wolfgang Härdle; Rafał Weron
ISBN: 3540221891 9783540221890 3540273956 9783540273950 6610306087 9786610306084
OCLC Number: 62767187
Language Note: English.
Description: 1 online resource (517 pages) : illustrations
Contents: Finance: Stable Distributions in Finance --
Tail Dependence --
Fuzzy Identification Model --
Implied Trinomial Tress --
Nonparametric Productivity Analysis --
The Exact LR Test of the Scale in the Gamma Family --
Pricing of Catastrophe (CAT) Bonds --
Extreme Value Theory --
Modeling and Financial Applications --
Long Memory for VOLA Surfaces --
Correlated Asset Risks and Option Pricing. Insurance: Loss Distributions --
Visualization of the Risk Process --
Approximation of Ruin Probability --
Deductibles --
Net Premiums --
Premium Calculation in the Collective Risk Model Framework under Different Models of Dependent Claims --
Stable Levy Motion Approximation in Collective Risk Theory --
Diffusion Approximation in Risk Theory.
Responsibility: [edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron.
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Abstract:

Presents ready-to-use solutions, theoretical developments and method construction for practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the  Read more...

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From the reviews of the first edition: "This book is designed for students, researchers and practitioners who want to be introduced to modern statistical tools applied in finance and insurance. ! The Read more...

 
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