Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca’ Foscari University of Venice, Department of Economics)Florence Legros(ICN Business School, Département Finance, Audit, Comptabilité et Contrôle)Cira Perna(University of Salerno, Department of Economics and Statistics)Marilena Sibillo(University of Salerno, Department of Economics and Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), 2017. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-50234-2, December.
Handle: RePEc:spr:sprbok:978-3-319-50234-2
DOI: 10.1007/978-3-319-50234-2Download full text from publisher
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3. Perform a for a similarly titled item that would be available.Book Chapters
The following chapters of this book are listed in IDEAS- Pilar Abad & Antonio Diaz & Ana Escribano & M. Dolores Robles, 2017. "The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-15, Springer.
- Laura Ballester & Ana González-Urteaga, 2017. "The Effect of Credit Rating Events on the Emerging CDS Market," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 17-28, Springer.
- Antonella Basso & Giacomo di Tollo, 2017. "A Generalised Linear Model Approach to Predict the Result of Research Evaluation," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 29-41, Springer.
- Andrés Benchimol & Irene Albarrán & Juan Miguel Marín & Pablo Alonso-González, 2017. "Projecting Dynamic Life Tables Using Data Cloning," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 43-57, Springer.
- Monica Billio & Maddalena Cavicchioli, 2017. "Markov Switching GARCH Models: Filtering, Approximations and Duality," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 59-72, Springer.
- Roy Cerqueti & Claudio Lupi, 2017. "A Network Approach to Risk Theory and Portfolio Selection," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 73-82, Springer.
- Marco Corazza & Francesca Parpinel & Claudio Pizzi, 2017. "An Evolutionary Approach to Improve a Simple Trading System," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 83-95, Springer.
- Teresa Costa & Eva Boj, 2017. "Provisions for Outstanding Claims with Distance-Based Generalized Linear Models," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 97-108, Springer.
- Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo, 2017. "Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 109-118, Springer.
- Dominique Guégan & Bertrand Hassani & Kehan Li, 2017. "Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 119-128, Springer.
- Kossi Gnameho & Juho Kanniainen & Ye Yue, 2017. "Modeling Variance Risk Premium," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 129-141, Springer.
- Martina Nardon & Paolo Pianca, 2017. "Covered Call Writing and Framing: A Cumulative Prospect Theory Approach," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 143-155, Springer.
- Sergei Sidorov & Andrew Khomchenko & Sergei Mironov, 2017. "Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses," Springer Books, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 157-169, Springer.
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