| LDR | | | 00000cam a22000004b 4500 |
| 001 | | | MAP20080014643 |
| 003 | | | MAP |
| 005 | | | 20080828123721.0 |
| 008 | | | 080827s2005 deu|||| ||| ||eng d |
| 020 | | | $a3-540-22189-1 |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a7 |
| 100 | 1 | | $0MAPA20080643942$aCízek, Pavel |
| 245 | 1 | 0 | $aStatistical tools for finance and insurance$cPavel Cízek, Wolfgang Härdle, Rafal Weron |
| 260 | | | $aBerlin$bSpringer$c2005 |
| 300 | | | $a517 p.$c24 cm. |
| 520 | | | $aStable distributions -- Extreme values analysis and copulas -- Tail dependence -- Pricing of catastrophe bonds -- Common functional IV analysis -- Implied trinomial trees -- Heston¿s model and the smile -- FFT-based option pricing -- Valuation of mortgage backed securities -- Predicting bankruptcy with support vector machines -- Modelling Indonesian money demand -- Nonparametric productivity analysis -- Loss distributions -- Modeling of the risk process -- Ruin probabilities in finite and infinite time -- Stable diffusion approximation of the risk process -- Risk model of good and bad periods -- Premiums in the individual and collective risk models -- Pure risk premiums under deductibles -- Premiums, investments, and reinsurance -- Working with the XQC |
| 650 | | 1 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | | 1 | $0MAPA20080592011$aModelos actuariales |
| 650 | | 1 | $0MAPA20080602642$aModelos de simulación |
| 650 | | 1 | $0MAPA20080604394$aValoración de riesgos |
| 650 | | 1 | $0MAPA20080545338$aSeguros |
| 700 | 1 | | $0MAPA20080643959$aHärdle, Wolfgang |
| 700 | 1 | | $0MAPA20080643966$aWeron, Rafal |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
