Statistical Tools for Finance and Insurance
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/b139025
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Book Chapters
The following chapters of this book are listed in IDEAS- Szymon Borak & Wolfgang Härdle & Rafał Weron, 2005. "Stable Distributions," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 1, pages 21-44, Springer.
- Krzysztof Jajuga & Daniel Papla, 2005. "Extreme Value Analysis and Copulas," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 2, pages 45-64, Springer.
- Rafael Schmidt, 2005. "Tail Dependence," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 3, pages 65-91, Springer.
- Krzysztof Burnecki & Grzegorz Kukla & David Taylor, 2005. "Pricing of Catastrophe Bonds," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 4, pages 93-114, Springer.
- Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 5, pages 115-134, Springer.
- Pavel Čížek & Karel Komorád, 2005. "Implied Trinomial Trees," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 6, pages 135-159, Springer.
- Rafał Weron & Uwe Wystup, 2005. "Heston's Model and the Smile," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 7, pages 161-181, Springer.
- Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT-based Option Pricing," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 8, pages 183-200, Springer.
- Nicolas Gaussel & Julien Tamine, 2005. "Valuation of Mortgage Backed Securities: from Optimality to Reality," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 9, pages 201-223, Springer.
- Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2005. "Predicting Bankruptcy with Support Vector Machines," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 10, pages 225-248, Springer.
- Noer Azam Achsani & Oliver Holtemöller & Hizir Sofyan, 2005. "Econometric and Fuzzy Modelling of Indonesian Money Demand," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 11, pages 249-270, Springer.
- Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 12, pages 271-286, Springer.
- Krzysztof Burnecki & Adam Misiorek & Rafał Weron, 2005. "Loss Distributions," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 13, pages 289-317, Springer.
- Krzysztof Burnecki & Rafał Weron, 2005. "Modeling of the Risk Process," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 14, pages 319-339, Springer.
- Krzysztof Burnecki & Paweł Miśta & Aleksander Weron, 2005. "Ruin Probabilities in Finite and Infinite Time," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 15, pages 341-379, Springer.
- Hansjörg Furrer & Zbigniew Michna & Aleksander Weron, 2005. "Stable Diffusion Approximation of the Risk Process," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 16, pages 381-393, Springer.
- Zbigniew Michna, 2005. "Risk Model of Good and Bad Periods," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 17, pages 395-406, Springer.
- Jan Iwanik & Joanna Nowicka-Zagrajek, 2005. "Premiums in the Individual and Collective Risk Models," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 18, pages 407-426, Springer.
- Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Agnieszka Wyłomańska, 2005. "Pure Risk Premiums under Deductibles," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 19, pages 427-452, Springer.
- Paweł Miśta & Wojciech Otto, 2005. "Premiums, Investments, and Reinsurance," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 20, pages 453-488, Springer.
- Szymon Borak & Wolfgang Härdle & Heiko Lehmann, 2005. "Working with the XQC," Springer Books, in: Statistical Tools for Finance and Insurance, chapter 21, pages 491-506, Springer.
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