Mathematical and Statistical Methods for Actuarial Sciences and Finance (Record no. 113124)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04610nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-88-470-1481-7 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220084554.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110606s2010 it | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788847014817 |
| -- | 978-88-470-1481-7 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-88-470-1481-7 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB135-147 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Corazza, Marco. |
| Relator term | editor. |
| 245 10 - TITLE STATEMENT | |
| Title | Mathematical and Statistical Methods for Actuarial Sciences and Finance |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | edited by Marco Corazza, Claudio Pizzi. |
| 264 #1 - | |
| -- | Milano : |
| -- | Springer Milan, |
| -- | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XV, 314 p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Impact of interest rate risk on the Spanish banking sector -- Tracking error with minimum guarantee constraints -- Energy markets: crucial relationship between prices -- Tempered stable distributions and processes in finance: numerical analysis -- Transformation kernel estimation of insurance claim cost distributions -- What do distortion risk measures tell us on excess of loss reinsurance with reinstatements? -- Some classes of multivariate risk measures -- Assessing risk perception by means of ordinal models -- A financial analysis of surplus dynamics for deferred life schemes -- Checking financial markets via Benford’s law: the S&P 500 case -- Empirical likelihood based nonparametric testing for CAPM -- Lee-Carter error matrix simulation: heteroschedasticity impact on actuarial valuations -- Estimating the volatility term structure -- Exact and approximated option pricing in a stochastic volatility jump-diffusion model -- A skewed GARCH-type model for multivariate financial time series -- Financial time series and neural networks in a minority game context -- Robust estimation of style analysis coefficients -- Managing demographic risk in enhanced pensions -- Clustering mutual funds by return and risk levels -- Multivariate Variance Gamma and Gaussian Dependence: a study with copulas -- A simple dimension reduction procedure for corporate finance composite indicators -- The relation between implied and realised volatility in the DAX index options market -- Binomial algorithms for the evaluation of options on stocks with fixed per share dividends -- Nonparametric prediction in time series analysis: some empirical results -- On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection -- A pattern recognition algorithm for optimal profits in currency trading -- Nonlinear cointegration in financial time series -- Optimal dynamic asset allocation in a non—Gaussian world -- Fair costs of guaranteed minimum death benefit contracts -- Solvency evaluation of the guaranty fund at a large financial cooperative -- A Monte Carlo approach to value exchange options using a single stochastic factor. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics |
| General subdivision | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics, Mathematical. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial Economics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Applications of Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Game Theory/Mathematical Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pizzi, Claudio. |
| Relator term | editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9788847014800 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-88-470-1481-7 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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