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Statistical tools for finance and insurance

Seção: Livros
Título: Statistical tools for finance and insurance / Pavel Cízek, Wolfgang Härdle, Rafal WeronAutor: Cízek, Pavel
Publicação: Berlin : Springer, 2005Descrição física: 517 p. ; 24 cm.Notas: Sumario: Stable 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 XQCMateria / lugar / evento: Gerencia de riesgos Modelos actuariales Modelos de simulación Valoración de riesgos Seguros Otros autores: Härdle, Wolfgang
Weron, Rafal
Outras classificações: 7Números normalizados: ISBN 3-540-22189-1
Referencias externas:
Exemplares:
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 7 CIZ STA — Nº de registro: 046110
Empréstimo: DisponívelDisponível