Mathematical and Statistical Methods for Actuarial Sciences and Finance - nuovo libro

Libro nella banca dati dal 2018-08-16T19:56:42+02:00 (Rome)
Pagina di dettaglio ultima modifica in 2023-01-31T22:09:21+01:00 (Rome)
ISBN/EAN: 9783319898247

ISBN - Stili di scrittura alternativi:
978-3-319-89824-7
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : corazza

Dati dell'editore

Autore: Marco Corazza; María Durbán; Aurea Grané; Cira Perna; Marilena Sibillo
Titolo: Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2018
Editore: Springer; Springer International Publishing
518 Pagine
Anno di pubblicazione: 2018-07-17
Cham; CH
Lingua: Inglese
223,63 € (DE)
229,90 € (AT)
260,00 CHF (CH)
Available
XVI, 518 p.

EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Insurance; Finance; Statistics; Mathematics; Econometrics; B; Statistics in Business, Management, Economics, Finance, Insurance; Econometrics; Probability Theory; Optimization; Mathematics and Statistics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Ökonometrie und Wirtschaftsstatistik; Stochastik; Optimierung; BB

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018.

The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems.

This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.

is a professor of Statistics at Universidad Carlos III de Madrid (Spain). Her research interests are mainly in goodness-of-fit, multivariate techniques for mixed-type data, functional data analysis and she has published numerous papers on these topics in international journals. She has been a member of several scientific committees of international conferences, and was co-director of the Master in Quantitative Techniques for the Insurance Sector and vice-director of the Department of Statistics at Universidad Carlos III de Madrid.

 is a professor of Statistics and head of the Department of Economics and Statistics, University of Salerno (Italy). Her research mainly focuses on non-linear time series, artificial neural network models and resampling techniques, and she has published numerous papers on these topics in national and international journals. She has been a member of several scientific committees of national and international conferences.

 is a professor of Mathematical Methods for Economics, Finance and Actuarial Sciences at the University of Salerno (Italy). She has several international editing engagements and is the author of over a hundred publications. Her research interests are mainly in longevity risk in life contracts, de-risking strategies, personal pension products and mortality forecasting.

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018.

The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems.

This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.