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Mathematical and Statistical Methods for Actuarial Sciences and Finance (Record no. 24097)

000 -LEADER
fixed length control field 04487nam a22004935i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151500.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110606s2010 it | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788847014817
978-88-470-1481-7
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB135-147
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519
Edition number 23
264 #1 -
-- Milano :
-- Springer Milan,
-- 2010.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Corazza, Marco.
Relator term editor.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Mathematical and Statistical Methods for Actuarial Sciences and Finance
Medium [electronic resource] /
Statement of responsibility, etc edited by Marco Corazza, Claudio Pizzi.
300 ## - PHYSICAL DESCRIPTION
Extent XV, 314 p.
Other physical details online resource.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Impact of interest rate risk on the Spanish banking sector -- Tracking error with minimum guarantee constraints -- Energy markets: crucial relationship between prices -- Tempered stable distributions and processes in finance: numerical analysis -- Transformation kernel estimation of insurance claim cost distributions -- What do distortion risk measures tell us on excess of loss reinsurance with reinstatements? -- Some classes of multivariate risk measures -- Assessing risk perception by means of ordinal models -- A financial analysis of surplus dynamics for deferred life schemes -- Checking financial markets via Benford’s law: the S&P 500 case -- Empirical likelihood based nonparametric testing for CAPM -- Lee-Carter error matrix simulation: heteroschedasticity impact on actuarial valuations -- Estimating the volatility term structure -- Exact and approximated option pricing in a stochastic volatility jump-diffusion model -- A skewed GARCH-type model for multivariate financial time series -- Financial time series and neural networks in a minority game context -- Robust estimation of style analysis coefficients -- Managing demographic risk in enhanced pensions -- Clustering mutual funds by return and risk levels -- Multivariate Variance Gamma and Gaussian Dependence: a study with copulas -- A simple dimension reduction procedure for corporate finance composite indicators -- The relation between implied and realised volatility in the DAX index options market -- Binomial algorithms for the evaluation of options on stocks with fixed per share dividends -- Nonparametric prediction in time series analysis: some empirical results -- On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection -- A pattern recognition algorithm for optimal profits in currency trading -- Nonlinear cointegration in financial time series -- Optimal dynamic asset allocation in a non—Gaussian world -- Fair costs of guaranteed minimum death benefit contracts -- Solvency evaluation of the guaranty fund at a large financial cooperative -- A Monte Carlo approach to value exchange options using a single stochastic factor.
520 ## - SUMMARY, ETC.
Summary, etc The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The international conference MAF 2008, held at the University Ca’ Foscari of Venezia (Italy) in 2008, had precisely this purpose, and the collection here published gathers a selection of about the one hundred papers presented at the conference and successively referred and reviewed to this aim. They cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between the two quantitative approaches.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Finance.
Topical term or geographic name as entry element Mathematical statistics.
Topical term or geographic name as entry element Economics
General subdivision Statistics.
Topical term or geographic name as entry element Economics, Mathematical.
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Quantitative Finance.
Topical term or geographic name as entry element Statistical Theory and Methods.
Topical term or geographic name as entry element Financial Economics.
Topical term or geographic name as entry element Applications of Mathematics.
Topical term or geographic name as entry element Game Theory/Mathematical Methods.
Topical term or geographic name as entry element Statistics for Business/Economics/Mathematical Finance/Insurance.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Pizzi, Claudio.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9788847014800
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-88-470-1481-7
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-10AUM Main Library2014-04-10 2014-04-10 E-Book   AUM Main Library519

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