Mathematical and statistical methods for actuarial sciences and finance / Cira Perna, Marilena Sibillo, editors.
Material type: TextPublication details: New York: Springer, 2014.Description: x, 190 pages : illustrations ; 24 cmISBN:- 9783319358567
- 9783319050133
- 9783319024981
- 3319024981
- 9783319050140
- 9783319050140
- HG8781 .M39 2014
Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
Main Long | Martin Oduor-Otieno Library This item is located on the library first floor | Non-fiction | HG8781 .M39 2014 (Browse shelf(Opens below)) | 29923/19 | Available | MOOL19070112 |
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HG8781 .I22 2016 Actuarial sciences and quantitative finance : | HG8781 .K58 2010 Bayesian statistics in actuarial science : | HG8781 .K58 2010 Bayesian statistics in actuarial science : | HG8781 .M39 2014 Mathematical and statistical methods for actuarial sciences and finance / | HG8781 .M63 2005 Modern actuarial theory and practice / | HG8781 .M63 2005 Modern actuarial theory and practice / | HG8781 .P74 2016 Predictive modeling applications in actuarial science / |
Includes bibliographical references.
The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.
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