Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 / [edited by] Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo.
By: MAF (Conference) Paris, France) [author.].
Contributor(s): Corazza, Marco [editor.] | Legros, Florence [editor.] | Perna, Cira [editor.] | Sibillo, Marilena [editor.].
Material type:
BookPublisher: New York, NY : Springer Berlin Heidelberg, 2018.Description: viii, 169 p. ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9783319502335 (alk. paper) :.Other title: MAF 2016.Subject(s): Mathematics | Insurance -- Congresses. -- Mathematical models | Insurance -- Congresses. -- Statistical methods | Finance -- Congresses. -- Mathematical models | Finance -- Congresses. -- Statistical methodsDDC classification: 368.01 | Item type | Current location | Call number | Copy number | Status | Date due |
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Monograph
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Indian Institute of Management Udaipur A9/3 | 368.01 (Browse shelf) | 1 | Available |
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Includes bibliographical references.
1 The effects of credit rating announcements on bond liquidity: An event study -- 2 The effect of credit rating events on the emerging CDS market -- 3 A generalised linear model approach to predict the result of research evaluation -- 4 Projecting dynamic life tables using Data Cloning -- 5 Markov switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory and portfolio selection -- 7 A PSO-based approach for improving simple trading systems -- 8 Provisions for outstanding claims with distance-based generalized linear models -- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business -- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure -- 11 Modeling volatility risk premium -- 12 Covered call writing and framing: A cumulative prospect theory approach -- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
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