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.
€96.29
表中的内容
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 survival functions by A. Bienvenue and D. Rullière. – Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.购买此电子书可免费获赠一本！
语言 英语 ● 格式 PDF ● 网页 412 ● ISBN 9788847023420 ● 文件大小 7.3 MB ● 编辑 Cira Perna & Marilena Sibillo ● 出版者 Springer Italia ● 市 Milano ● 国家 IT ● 发布时间 2012 ● 下载 24 个月 ● 货币 EUR ● ID 2477903 ● 复制保护 社会DRM
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