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martinnyj 发表于 2009-4-23 22:30:00 |AI写论文

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Mathematical and Statistical Methods for Insurance and Finance (Hardcover)

by Cira Perna (Editor), Marilena Sibillo (Editor)

Product Details

  • Hardcover: 210 pages
  • Publisher: Springer; 1 edition (December 14, 2007)
  • Language: English
  • ISBN-10: 8847007038
  • ISBN-13: 978-8847007031

Mathematical and Statistical Methods for Insurance and Finance

Product Description

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields, all treated in light of the successful cooperation between the two quantitative methods.


About the Author

Cira Perna has received the Degree in Mathematics from the University of Naples in 1983 and the M. Phil. in Statistics from the CSREAM, University of Naples, in 1985. She had Faculty positions, as Associate Professor, at the University of Calabria (1992-1994) and at the University of Salerno (1994-1999). She has been Professor of Statistics at the University of Salerno since 2000. She has published over 50 technical papers in journals and books. Her current research focuses on non linear time series analysis, artificial neural network models, resampling techniques. She is a member of the Italian Statistical Society and of the IASC. She is also in the board of the ANSET (Italian Time Series Analysis Research Group).

Marilena Sibillo: After graduating in Quantitative Economics at the University of Naples Federico II, she worked at the University of Naples Federico II as a Researcher and taught at the Universities of Sassari and Salerno as Associate Professor. Since 2004 she is Professor in Financial Mathematics. She is author of several papers, mostly in Actuarial Mathematics, published in international specialized journal. At present her research is focused on the risk analysis in actuarial portfolio valuations.

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关键词:Mathematical Statistical mathematica Mathematic statistica Finance Methods Statistical Insurance Mathematical

沙发
wenwudaxia(未真实交易用户) 发表于 2009-4-23 22:46:00

楼主,能不能看看书的目录啊。

步步为营

藤椅
zhiwei0501(未真实交易用户) 发表于 2009-4-24 08:15:00
介绍下章节目录
Where there is a will, there is a way.

板凳
martinnyj(未真实交易用户) 发表于 2009-4-24 10:13:00

Contents

Least Squares Predictors for Threshold Models : Properties and Forecast Evaluation       1

Estimating Portfolio Conidtional Returns Distribution Through Style Analysis Models     11

A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts                                                                     19

Spatial Aggregation in Scenario Tree Reduction                                          27

Scaling Laws in Stock Markets. An Analysis of Prices and Volumes                        35

Bounds for Concave Distortion Risk Measures for Sums of Risks                           43

Characterization of Convex Premium Principles                                           53

FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences 61

Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework             67

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