Statistical tools for finance and insurance
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 topic...
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
Cham : Springer Nature |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Statistical Tools for Finance and Insurance, Texte imprimé, 9783642180613 • Statistical Tools for Finance and Insurance, Texte imprimé, 9783642180637 |
Sommario:
- I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron)
- Expected shortfall (Simon A. Broda and Marc S. Paolella)
- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cížek)
- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafaø Weron, and Uwe Wystup)
- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Härdle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Härdle and Elena Silyakova)
- Learning machines to help predict bankruptcy (Wolfgang Karl Härdle, Linda Hoffmann, and Rouslan Moro)
- Distance matrix method for network structure analysis (Janusz Mískiewicz)
- II Insurance: Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafaø Weron)
- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle)
- Property and casualty insurance pricing with GLMs (Jan Iwanik)
- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor)
- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup)
- Index.