Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca’ Foscari University of Venice, Department of Economics)Claudio Pizzi(Ca’ Foscari University of Venice, Department of Economics)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-319-02499-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Giuseppina Albano & Michele La Rocca & Cira Perna, 2014. "Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-12, Springer.
- Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2014. "An Empirical Comparison of Variable Selection Methods in Competing Risks Model," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 13-25, Springer.
- Anna Rita Bacinello & Pietro Millossovich & Alvaro Montealegre, 2014. "A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 27-39, Springer.
- Diana Barro & Elio Canestrelli, 2014. "Dynamic Tracking Error with Shortfall Control Using Stochastic Programming," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 41-53, Springer.
- Flavia Barsotti & Simona Sanfelici, 2014. "Firm’s Volatility Risk Under Microstructure Noise," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 55-67, Springer.
- Antonella Basso & Stefania Funari, 2014. "Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 69-79, Springer.
- Riccardo Bramante & Diego Zappa, 2014. "Fitting Financial Returns Distributions: A Mixture Normality Approach," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 81-88, Springer.
- Raffaella Calabrese & Francesco Porro, 2014. "Single-Name Concentration Risk Measurements in Credit Portfolios," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 89-98, Springer.
- Rosa Cocozza & Antonio De Simone, 2014. "Bifactorial Pricing Models: Light and Shadows in Correlation Role," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 99-110, Springer.
- Ilaria Colivicchi & Gabriella Piscopo & Emanuele Vannucci, 2014. "Dynamic Strategies for Defined Benefit Pension Plans Risk Management," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 111-118, Springer.
- Marco Corazza & Stefania Funari & Riccardo Gusso, 2014. "Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 119-130, Springer.
- Giovanni De Luca & Paola Zuccolotto, 2014. "Time Series Clustering on Lower Tail Dependence for Portfolio Selection," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 131-140, Springer.
- Pierre Devolder & Gabriella Piscopo, 2014. "Solvency Analysis of Defined Benefit Pension Schemes," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 141-150, Springer.
- Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo, 2014. "Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 151-158, Springer.
- Cinzia Franceschini & Nicola Loperfido, 2014. "Testing for Normality When the Sampled Distribution Is Extended Skew-Normal," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 159-169, Springer.
- Francesco Giordano & Maria Lucia Parrella, 2014. "On the RODEO Method for Variable Selection," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 171-178, Springer.
- Asmerilda Hitaj & Francesco Martinelli & Giovanni Zambruno, 2014. "Portfolio Allocation Using Omega Function: An Empirical Analysis," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-193, Springer.
- Maria Erminia Marina & Marina Resta, 2014. "Investment Rankings via an Objective Measure of Riskiness: A Case Study," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 195-204, Springer.
- Marco Marozzi, 2014. "A Squared Rank Assessment of the Difference Between US and European Firm Valuation Ratios," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 205-217, Springer.
- Martina Nardon & Paolo Pianca, 2014. "A Behavioural Approach to the Pricing of European Options," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 219-230, Springer.
- Marcella Niglio & Cosimo Damiano Vitale, 2014. "Threshold Structures in Economic and Financial Time Series," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 231-241, Springer.
- Danilo Pelusi & Massimo Tivegna & Pierluigi Ippoliti, 2014. "Intelligent Algorithms for Trading the Euro-Dollar in the Foreign Exchange Market," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 243-252, Springer.
- Marco Pirra & Salvatore Forte & Matteo Ialenti, 2014. "Risk Management and Capital Allocation for Non-Life Insurance Companies," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 253-264, Springer.
- Claudio Pizzi & Francesca Parpinel, 2014. "Modelling Asymmetric Behaviour in Time Series: Identification Through PSO," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 265-276, Springer.
- Gian Luca Tassinari & Corrado Corradi, 2014. "Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 277-288, Springer.
- Giovanni Villani, 2014. "Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 289-301, Springer.
- Stefano Zedda & Giuseppina Cannas & Clara Galliani, 2014. "The Determinants of Interbank Contagion: Do Patterns Matter?," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 303-313, Springer.
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