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Mathematical and statistical methods...

Corazza, Marco, (1962-,)

Mathematical and statistical methods for actuarial sciences and finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Mathematical and statistical methods for actuarial sciences and finance // Marco Corazza, Claudio Pizzi, editors.
other author:	Corazza, Marco,
Published:	Cham :Springer, : c2014.,
Description:	ix, 313 p. :ill. ; : 25 cm.;
Subject:	Finance - Congresses. - Mathematical models -
Online resource:	http://www.loc.gov/catdir/enhancements/fy1501/2013945795-t.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy1501/2013945795-d.html
ISBN:	3319024981 (cloth)

Mathematical and statistical methods for actuarial sciences and finance /
Mathematical and statistical methods for actuarial sciences and finance /Marco Corazza, Claudio Pizzi, editors. - Cham :Springer,c2014. - ix, 313 p. :ill. ;25 cm.

Includes bibliographical references.

The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.

ISBN: 3319024981 (cloth)

LCCN: 2013945795Subjects--Topical Terms:

658566
Finance
--Mathematical models--Congresses.

LC Class. No.: HG8781 / .M39 2014

Dewey Class. No.: 368.01

Mathematical and statistical methods for actuarial sciences and finance /
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245 0 0 $a Mathematical and statistical methods for actuarial sciences and finance / $c Marco Corazza, Claudio Pizzi, editors.
260 $a Cham : $b Springer, $c c2014.
300 $a ix, 313 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references.
520 $a The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.
650 0 $a Finance $x Mathematical models $v Congresses. $3 658566 $3 733573
650 0 $a Insurance $x Mathematics $v Congresses. $3 1025178
700 1 $a Corazza, Marco, $d 1962-, $e editor. $3 1085184
700 1 $a Pizzi, Claudio, $d 1944-, $e editor. $3 1085185
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy1501/2013945795-t.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy1501/2013945795-d.html