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Statistical tools for finance and insurance

Registro MARC
Tag12Valor
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
1001 ‎$0‎MAPA20080643942‎$a‎Cízek, Pavel
24510‎$a‎Statistical tools for finance and insurance‎$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
7001 ‎$0‎MAPA20080643959‎$a‎Härdle, Wolfgang
7001 ‎$0‎MAPA20080643966‎$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