Mathematical and statistical methods for actuarial sciences and finance :  MAF 2016 / 
 MAF 2016 
[edited by]  Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo. 
 - viii, 169 p. ;  24 cm. 
<br/><br/>Includes bibliographical references. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9783319502335 (alk. paper) :  €76.99 
<br/><br/><label>LCCN: </label>2017962872 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematics.<br/>Insurance--Mathematical models--Congresses.<br/>Insurance--Statistical methods--Congresses.<br/>Finance--Mathematical models--Congresses.<br/>Finance--Statistical methods--Congresses.
<br/><br/><label>Dewey Class. No.: </label>368.01 
, A9/3  Segment Book Distributors