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Mathematical and statistical methods for actuarial sciences and finance / Marco Corazza, Claudio Pizzi. (Editors)

Contributor(s): Material type: TextTextPublication details: New York : Springer, 2014.Description: ix, 313 p. : ill. ; 24 cmISBN:
  • 9783319378985
Subject(s): DDC classification:
  • 330.015195 22
LOC classification:
  • HG176.5 .C72 2014
SpringerLink ebooks - Mathematics and Statistics (2010)Summary: Annotation The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The international conference MAF 2008, held at the University Ca’ Foscari of Venezia (Italy) in 2008, had precisely this purpose, and the collection here published gathers a selection of about the one hundred papers presented at the conference and successively referred and reviewed to this aim. They cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between the two quantitative approaches. The subjects considered in the book are: mathematical models for actuarial sciences and insurance (namely: demographic risk; management of actuarial risks; management in insurance business; solvency-based approaches); mathematical models for finance (namely: energy markets; fund and portfolio management; methods for derivative pricing; risk and volatility models); statistical models in finance (namely: artificial neural networks; clustering techniques; kernel-based and robust estimation methods; multivariate methods for the analysis of financial markets; non-standard probabilistic models). The book is mainly addressed to academicians, practitioners, professionals and researchers.
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Holdings
Item type Current library Collection Call number Vol info Status Date due Barcode
Main Short Main Short Martin Oduor-Otieno Library This item is located on the library ground floor Non-fiction HG176.5 .C72 2014 (Browse shelf(Opens below)) 29620/19 Available MOOL19030034
Browsing Martin Oduor-Otieno Library shelves, Shelving location: This item is located on the library ground floor, Collection: Non-fiction Close shelf browser (Hides shelf browser)
HG173 .S317 2019 Principles of sustainable finance / HG173 .Y68 2009 Operational risk assessment : HG173 .Y68 2009 Operational risk assessment : HG176.5 .C72 2014 Mathematical and statistical methods for actuarial sciences and finance / HG176.5 .F65 2016 Stochastic finance : an introduction in discrete time by / HG176.5 .H36 2009 Handbook of financial time series / HG179 .S896 2002 Personal financial management :

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Annotation The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The international conference MAF 2008, held at the University Ca’ Foscari of Venezia (Italy) in 2008, had precisely this purpose, and the collection here published gathers a selection of about the one hundred papers presented at the conference and successively referred and reviewed to this aim. They cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between the two quantitative approaches. The subjects considered in the book are: mathematical models for actuarial sciences and insurance (namely: demographic risk; management of actuarial risks; management in insurance business; solvency-based approaches); mathematical models for finance (namely: energy markets; fund and portfolio management; methods for derivative pricing; risk and volatility models); statistical models in finance (namely: artificial neural networks; clustering techniques; kernel-based and robust estimation methods; multivariate methods for the analysis of financial markets; non-standard probabilistic models). The book is mainly addressed to academicians, practitioners, professionals and researchers.

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