Mathematical and Statistical Methods for Actuarial Sciences and Finance

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.

List of contents

On the estimation in continuous limit of GARCH processes by G. Albano, F. Giordano, and C. Perna. - Variable selection in forecasting models for default risk by A. Amendola, M. Restaino, and L. Sensini. - Capital structure with firm's net cash payouts by F. Barsotti, M.E. Mancino, and M. Pontier. - Convex ordering of Esscher and minimal entropy martingale measures for discrete time models by F. Bellini and C. Sgarra. - On hyperbolic iterated distortions for the adjustment of survivalfunctions by A. Bienvenue and D. Rullière. - Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.

Summary

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.

Product details

• Assisted by: Cir Perna (Editor), Cira Perna (Editor), Sibillo (Editor), Sibillo (Editor), Marilena Sibillo (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 13.11.2013
• EAN: 9788847055803
• ISBN: 978-88-470-5580-3
• No. of pages: 412
• Dimensions: 156 mm x 239 mm x 24 mm
• Weight: 640 g
• Illustrations: XII, 412 p.
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Social sciences, law, business > Business > General, dictionaries; C, Business, Statistics, Business and Management, macroeconomics, Business & management, Economic theory & philosophy, Financial Services, Economic Theory, Business and Management, general, Macroeconomics and Monetary Economics, Macroeconomics/Monetary Economics//Financial Economics, Insurance, Mathematics and Statistics, Monetary Economics, Management science, Probability & statistics, Insurance & actuarial studies, Economics, Mathematical, Quantitative Finance, Mathematics in Business, Economics and Finance, Quantitative Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Statistics, general