Corazza Marco, Durban Maria, Grane Aurea Mathematical and Statistical Methods for Actuarial Sciences and Finance: Maf 2018 9783030078683

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Автор: Corazza Marco, Durban Maria, Grane Aurea
Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance: Maf 2018
ISBN: 9783030078683
Издательство: Springer
Классификация:

Эконометрика

Вероятность и статистика

Оптимизация

Искусственный интеллект

ISBN-10: 303007868X
Обложка/Формат: Paperback
Страницы: 518
Вес: 0.74 кг.
Дата издания: 08.02.2019
Язык: English
Издание: Softcover reprint of
Иллюстрации: Xvi, 518 p.
Размер: 234 x 156 x 27
Читательская аудитория: General (us: trade)
Подзаголовок: Maf 2018
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: 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.
Дополнительное описание: 1 M. Caporin, G. Bonaccolto and S. Paterlini, Conditional Autoregressive Quantile-Located Value-at-Risk.- 2 M. Galeotti, G. Rabitti and E. Vannucci, The Rearrangement algorithm of Puccetti and R?schendorf: proving the convergence.- 3 R. Cesari and V. Mosc

Mathematical and Statistical Methods for Actuarial Sciences and Finance: Maf 2018, Corazza Marco, Durban Maria, Grane Aurea